Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262788.7002 | 204582.8216 | 58205.8786 | -295005.035 | 4230.6843 | -299235.7193 |
Total P&L (%) | 262.7887 | 204.5828 | 58.2059 | -295.005 | 4.2307 | -299.2357 |
Avg Daily Profit (%) | 0.1648 | 0.1283 | 0.0365 | 0 | 0.0026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160176 | -103286 | -160674 | -769655 | -410657 | -583117 |
Profit Factor | 1.3734 | 1.5832 | 1.1649 | 0.8335 | 1.0051 | 0.6817 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 73 | 33 | 40 | 59 | 32 | 27 |
Losing Trades | 42 | 24 | 18 | 56 | 25 | 31 |
Profitability (%) | 63.4783 | 57.8947 | 68.9655 | 51.3043 | 56.1404 | 46.5517 |
Ratio Avg Win / Avg Loss | 0.7902 | 1.1514 | 0.5242 | 0.7911 | 0.7852 | 0.7827 |
Largest Winning Trade | 82266 | 82266 | 28335 | 113396 | 113396 | 70998 |
Largest Losing Trade | -132257 | -58147 | -132257 | -415155 | -182376 | -415155 |
Avg Bars in Trades | 80 | 82 | 77 | 80 | 82 | 77 |
Avg Bars in Winners | 55 | 57 | 54 | 95 | 96 | 94 |
Avg Bars in Losers | 122 | 117 | 129 | 64 | 64 | 63 |
Bars Traded | 9228 | 4707 | 4521 | 9228 | 4707 | 4521 |
Profit Streak | 26.0366 | 0 | 43.37 | 0 | 86.87 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316081 | -199003 | -362806 | -580303 | -750013 | -762174 |
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{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } } }
# | 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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