Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76639.8689 | 11896.6584 | 64743.2105 | 93014.8839 | 16494.2778 | 76520.6061 |
Total P&L (%) | 76.6399 | 11.8967 | 64.7432 | 93.0149 | 16.4943 | 76.5206 |
Avg Daily Profit (%) | 0.5424 | 0.0842 | 0.4582 | 0.4664 | 0.1081 | 0.403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15158 | -12441 | -15595 | -22128 | -13325 | -25125 |
Profit Factor | 1.8116 | 1.3324 | 2.1041 | 1.7585 | 1.356 | 2.0029 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 39.8058 | 32.6923 | 47.0588 | 39.8058 | 32.6923 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7395 | 2.7431 | 2.3672 | 2.6592 | 2.7918 | 2.2533 |
Largest Winning Trade | 21656 | 21656 | 21364 | 31922 | 30538 | 31922 |
Largest Losing Trade | -8252 | -5065 | -8252 | -14156 | -7971 | -14156 |
Avg Bars in Trades | 63 | 22 | 105 | 63 | 22 | 105 |
Avg Bars in Winners | 100 | 38 | 144 | 100 | 38 | 144 |
Avg Bars in Losers | 38 | 14 | 70 | 38 | 14 | 70 |
Bars Traded | 6545 | 1166 | 5379 | 6545 | 1166 | 5379 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306718 | -374493 | -169494 | 279673 | -244922 | -169811 |
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{ "first_band": { "type": "pwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 2 } } }
# | 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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