Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2293976.1609 | 2048531.6994 | 245444.4615 | 19076136.4217 | -2216233.181 | 21292369.6028 |
Total P&L (%) | 2293.9762 | 2048.5317 | 245.4445 | 19076.1364 | -2216.2332 | 21292.3696 |
Avg Daily Profit (%) | 0.9918 | 0.8857 | 0.1061 | 0.2275 | 0 | 0.2322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100962 | -111395 | -64748 | -27703394 | -34680189 | -15666662 |
Profit Factor | 5.3456 | 8.0335 | 2.0372 | 1.1927 | 0.9639 | 1.5654 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 51.8987 | 42.5 | 61.5385 | 51.8987 | 42.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 4.9544 | 10.8688 | 1.2733 | 1.1054 | 1.3041 | 0.9784 |
Largest Winning Trade | 1698658 | 1698658 | 70923 | 13790843 | 11872114 | 13790843 |
Largest Losing Trade | -64748 | -32876 | -64748 | -15404513 | -9127456 | -15404513 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 72 | 79 | 68 | 72 | 79 | 68 |
Avg Bars in Losers | 37 | 43 | 29 | 37 | 43 | 29 |
Bars Traded | 4423 | 2339 | 2084 | 4423 | 2339 | 2084 |
Profit Streak | 0 | 0 | 155.2875 | 0 | 0 | 155.2875 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9650 | 679683 | -46078 | -31298 | -581999 | 389993 |
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 86, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 86, "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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