Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2946540.1692 | 2874674.7483 | 71865.4209 | 41846562.9559 | 31155246.7779 | 10691316.178 |
Total P&L (%) | 2946.5402 | 2874.6747 | 71.8654 | 41846.563 | 31155.2468 | 10691.3162 |
Avg Daily Profit (%) | 1.3035 | 1.2717 | 0.0318 | 0.2675 | 0.2545 | 0.2073 |
Buy And Hold Return (%) | 10217.8514 | 10217.8514 | 10217.8514 | 10217.8514 | 10217.8514 | 10217.8514 |
Max Trade Drawdown | -92889 | -62189 | -64541 | -14593900 | -9317178 | -6148949 |
Profit Factor | 7.2703 | 13.3504 | 1.303 | 2.0077 | 2.2219 | 1.667 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52 | 47.3684 | 56.7568 | 52 | 47.3684 | 56.7568 |
Ratio Avg Win / Avg Loss | 6.711 | 14.8338 | 0.9928 | 1.8533 | 2.4687 | 1.2701 |
Largest Winning Trade | 2054786 | 2054786 | 54142 | 17913879 | 17913879 | 8269540 |
Largest Losing Trade | -63951 | -30876 | -63951 | -7808985 | -7808985 | -3476130 |
Avg Bars in Trades | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Winners | 73 | 83 | 66 | 73 | 83 | 66 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 4342 | 2319 | 2023 | 4342 | 2319 | 2023 |
Profit Streak | 57.0136 | 219.5136 | 57.0136 | 57.0136 | 219.5136 | 57.0136 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203265 | -143302 | -316316 | -49326 | 361285 | -139772 |
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{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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