Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203447.4585 | 416088.4591 | -212641.0006 | -110104.2366 | 532110.3167 | -642214.5533 |
Total P&L (%) | 203.4475 | 416.0885 | -212.641 | -110.1042 | 532.1103 | -642.2146 |
Avg Daily Profit (%) | 0.1093 | 0.2235 | -0.1142 | 0 | 0.0991 | 0 |
Buy And Hold Return (%) | 163.2065 | 163.2065 | 163.2065 | 163.2065 | 163.2065 | 163.2065 |
Max Trade Drawdown | -311778 | -194740 | -263911 | -1130987 | -677094 | -654625 |
Profit Factor | 1.2293 | 1.8257 | 0.4455 | 0.947 | 1.4535 | 0.2907 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 24 | 19 | 39 | 23 | 16 |
Losing Trades | 34 | 14 | 20 | 38 | 15 | 23 |
Profitability (%) | 55.8442 | 63.1579 | 48.7179 | 50.6494 | 60.5263 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.972 | 1.065 | 0.469 | 0.9228 | 0.9479 | 0.4179 |
Largest Winning Trade | 109999 | 109999 | 23279 | 444713 | 444713 | 69574 |
Largest Losing Trade | -144879 | -80684 | -144879 | -511510 | -487268 | -511510 |
Avg Bars in Trades | 135 | 230 | 42 | 135 | 230 | 42 |
Avg Bars in Winners | 83 | 127 | 28 | 124 | 190 | 30 |
Avg Bars in Losers | 201 | 408 | 56 | 146 | 293 | 51 |
Bars Traded | 10429 | 8771 | 1658 | 10429 | 8771 | 1658 |
Profit Streak | 83.5632 | 0 | 166.7298 | 0 | 148.3965 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182864 | 301742 | -579901 | -626971 | -61837 | -584247 |
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{ "first_band": { "type": "kcl", "factors": { "length": 70, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } } }
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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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