Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293290.1781 | 321167.8627 | -27877.6846 | -103246.0132 | 1899153.8626 | -2002399.8758 |
Total P&L (%) | 293.2902 | 321.1679 | -27.8777 | -103.246 | 1899.1539 | -2002.3999 |
Avg Daily Profit (%) | 0.1484 | 0.1625 | -0.0141 | 0 | 0.1517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -302842 | -180569 | -146191 | -2653166 | -605264 | -2125805 |
Profit Factor | 1.4036 | 1.9308 | 0.927 | 0.9778 | 2.6639 | 0.4298 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 18 | 20 | 51 | 28 | 23 |
Losing Trades | 52 | 27 | 25 | 39 | 17 | 22 |
Profitability (%) | 42.2222 | 40 | 44.4444 | 56.6667 | 62.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.9207 | 2.8962 | 1.1587 | 0.7477 | 1.6174 | 0.4111 |
Largest Winning Trade | 140779 | 140779 | 58926 | 954813 | 954813 | 952664 |
Largest Losing Trade | -101559 | -52942 | -101559 | -2060948 | -557768 | -2060948 |
Avg Bars in Trades | 127 | 120 | 135 | 127 | 120 | 135 |
Avg Bars in Winners | 206 | 209 | 202 | 132 | 125 | 139 |
Avg Bars in Losers | 70 | 61 | 81 | 122 | 112 | 130 |
Bars Traded | 11513 | 5428 | 6085 | 11513 | 5428 | 6085 |
Profit Streak | 0 | 0 | 665.2162 | 501.8829 | 549.8829 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 148988 | 257208 | -580248 | -579089 | 537854 | -580567 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 58, "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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