Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849919.9259 | 750641.6284 | 99278.2975 | 7958275.4846 | 9558665.7147 | -1600390.2301 |
Total P&L (%) | 849.9199 | 750.6416 | 99.2783 | 7958.2755 | 9558.6657 | -1600.3902 |
Avg Daily Profit (%) | 0.3399 | 0.3002 | 0.0397 | 0.1757 | 0.183 | 0 |
Buy And Hold Return (%) | 785.2581 | 785.2581 | 785.2581 | 785.2581 | 785.2581 | 785.2581 |
Max Trade Drawdown | -48542 | -57756 | -45611 | -4134815 | -1281362 | -3469148 |
Profit Factor | 3.3482 | 4.358 | 1.7173 | 1.7607 | 2.8686 | 0.7007 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 49.4505 | 48.8889 | 50 | 49.4505 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 3.4226 | 4.5561 | 1.7173 | 1.7998 | 2.999 | 0.7007 |
Largest Winning Trade | 316492 | 316492 | 48515 | 7258522 | 7258522 | 704102 |
Largest Losing Trade | -38216 | -38216 | -32246 | -3080196 | -1054618 | -3080196 |
Avg Bars in Trades | 102 | 169 | 36 | 102 | 169 | 36 |
Avg Bars in Winners | 141 | 239 | 47 | 141 | 239 | 47 |
Avg Bars in Losers | 63 | 101 | 26 | 63 | 101 | 26 |
Bars Traded | 9303 | 7615 | 1688 | 9303 | 7615 | 1688 |
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 | -124494 | -149925 | -302313 | 403113 | 468093 | -580704 |
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{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 65 } }, "second_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 3 } } }
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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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