Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -920505.7701 | 83862.8325 | -1004368.6026 | 4106868.3328 | 229373.547 | 3877494.7858 |
Total P&L (%) | -920.5058 | 83.8628 | -1004.3686 | 4106.8683 | 229.3735 | 3877.4948 |
Avg Daily Profit (%) | -0.4908 | 0.0447 | -0.5355 | 0.1996 | 0.0636 | 0.1966 |
Buy And Hold Return (%) | 278.041 | 278.041 | 278.041 | 278.041 | 278.041 | 278.041 |
Max Trade Drawdown | -1155594 | -68092 | -231397 | -3686113 | -1437924 | -2817162 |
Profit Factor | 0.382 | 1.5625 | 0.2506 | 1.397 | 1.0577 | 1.6086 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 13 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 21 | 15 |
Profitability (%) | 46.2687 | 41.1765 | 51.5152 | 46.2687 | 38.2353 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.4436 | 2.2321 | 0.2359 | 1.6224 | 1.7086 | 1.3405 |
Largest Winning Trade | 127567 | 127567 | 61874 | 2215594 | 1934983 | 2215594 |
Largest Losing Trade | -958655 | -19934 | -958655 | -938372 | -552104 | -938372 |
Avg Bars in Trades | 101 | 25 | 178 | 101 | 25 | 178 |
Avg Bars in Winners | 105 | 23 | 172 | 114 | 22 | 181 |
Avg Bars in Losers | 97 | 27 | 185 | 89 | 27 | 175 |
Bars Traded | 6781 | 876 | 5905 | 6781 | 876 | 5905 |
Profit Streak | 159.8765 | 212.3765 | 159.8765 | 159.8765 | 212.3765 | 159.8765 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -702153 | -297977 | -580028 | -111553 | -432676 | 399031 |
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "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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