Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68805.2337 | -5327.9374 | 74133.171 | 35042.8303 | -605.8208 | 35648.6511 |
Total P&L (%) | 68.8052 | -5.3279 | 74.1332 | 35.0428 | -0.6058 | 35.6487 |
Avg Daily Profit (%) | 0.2642 | -0.0205 | 0.2847 | 0.1154 | -0.0023 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41825 | -16638 | -31417 | -55107 | -20535 | -52701 |
Profit Factor | 1.3162 | 0.8978 | 1.4481 | 1.1222 | 0.9901 | 1.1582 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.2903 | 57.4468 | 65.2174 | 61.2903 | 57.4468 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.8313 | 0.6651 | 0.7723 | 0.7087 | 0.7334 | 0.6177 |
Largest Winning Trade | 26665 | 5138 | 26665 | 22219 | 7261 | 22219 |
Largest Losing Trade | -41825 | -6431 | -41825 | -52701 | -7886 | -52701 |
Avg Bars in Trades | 260 | 29 | 496 | 260 | 29 | 496 |
Avg Bars in Winners | 258 | 25 | 467 | 258 | 25 | 467 |
Avg Bars in Losers | 263 | 33 | 550 | 263 | 33 | 550 |
Bars Traded | 24202 | 1377 | 22825 | 24202 | 1377 | 22825 |
Profit Streak | 8.28 | 12.655 | 8.28 | 8.28 | 12.655 | 8.28 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305199 | -579766 | 323651 | -127502 | -579766 | -86103 |
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{ "first_band": { "type": "kcu", "factors": { "length": 232, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 218, "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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