Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412704.1243 | 362424.801 | 50279.3233 | 14844.4551 | 797088.3785 | -782243.9234 |
Total P&L (%) | 412.7041 | 362.4248 | 50.2793 | 14.8445 | 797.0884 | -782.2439 |
Avg Daily Profit (%) | 0.2329 | 0.2046 | 0.0284 | 0.0078 | 0.1239 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200366 | -83113 | -133259 | -1187796 | -462964 | -891888 |
Profit Factor | 1.71 | 3.0105 | 1.1254 | 1.0068 | 2.2398 | 0.4919 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 51.6129 | 53.3333 | 52.459 | 51.6129 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5497 | 2.8223 | 0.9847 | 0.9124 | 2.0998 | 0.4304 |
Largest Winning Trade | 209048 | 209048 | 79477 | 804034 | 804034 | 107876 |
Largest Losing Trade | -69807 | -30989 | -69807 | -513596 | -388795 | -513596 |
Avg Bars in Trades | 80 | 47 | 115 | 80 | 47 | 115 |
Avg Bars in Winners | 100 | 47 | 154 | 100 | 47 | 154 |
Avg Bars in Losers | 58 | 47 | 70 | 58 | 47 | 70 |
Bars Traded | 4921 | 1467 | 3454 | 4921 | 1467 | 3454 |
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 | -154537 | 488861 | -240177 | -577843 | -22738 | -580393 |
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{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "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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