Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61282.9877 | 3842.6497 | 57440.338 | 66820.3907 | 3440.8846 | 63379.5061 |
Total P&L (%) | 61.283 | 3.8427 | 57.4403 | 66.8204 | 3.4409 | 63.3795 |
Avg Daily Profit (%) | 0.4337 | 0.0272 | 0.4065 | 0.3628 | 0.0239 | 0.348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19654 | -17733 | -12197 | -18304 | -16724 | -11059 |
Profit Factor | 1.802 | 1.0996 | 2.5179 | 1.8353 | 1.082 | 2.6666 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 46.7742 | 48.3871 | 45.1613 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.0506 | 1.1729 | 3.0575 | 2.0884 | 1.1541 | 3.238 |
Largest Winning Trade | 28199 | 28199 | 20182 | 31713 | 31713 | 29097 |
Largest Losing Trade | -5786 | -4778 | -5786 | -6206 | -6206 | -5624 |
Avg Bars in Trades | 103 | 50 | 157 | 103 | 50 | 157 |
Avg Bars in Winners | 139 | 63 | 220 | 139 | 63 | 220 |
Avg Bars in Losers | 72 | 37 | 105 | 72 | 37 | 105 |
Bars Traded | 6447 | 1561 | 4886 | 6447 | 1561 | 4886 |
Profit Streak | 0 | 382.3074 | 0 | 0 | 382.3074 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149072 | -434829 | 347507 | -149244 | -458854 | 354096 |
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{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 2 } } }
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# | 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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