Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49483.4181 | 32856.2633 | 16627.1548 | 35850.2746 | 34995.7301 | 854.5445 |
Total P&L (%) | 49.4834 | 32.8563 | 16.6272 | 35.8503 | 34.9957 | 0.8545 |
Avg Daily Profit (%) | 0.3562 | 0.2365 | 0.1197 | 0.2208 | 0.2163 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37890 | -17232 | -50052 | -54887 | -19770 | -69545 |
Profit Factor | 1.2638 | 1.4688 | 1.1415 | 1.1602 | 1.4355 | 1.006 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 68.2796 | 65.5914 | 70.9677 | 68.2796 | 65.5914 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.5871 | 0.7705 | 0.467 | 0.539 | 0.7531 | 0.4115 |
Largest Winning Trade | 10285 | 10285 | 8703 | 12144 | 12144 | 9589 |
Largest Losing Trade | -26453 | -17232 | -26453 | -33139 | -19770 | -33139 |
Avg Bars in Trades | 70 | 29 | 110 | 70 | 29 | 110 |
Avg Bars in Winners | 41 | 19 | 62 | 41 | 19 | 62 |
Avg Bars in Losers | 131 | 49 | 227 | 131 | 49 | 227 |
Bars Traded | 13034 | 2772 | 10262 | 13034 | 2772 | 10262 |
Profit Streak | 133.9417 | 133.9417 | 133.9729 | 133.9417 | 133.9417 | 133.9729 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325365 | 235034 | -106422 | -37468 | 228320 | -563631 |
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{ "first_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "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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