Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241700.0018 | 181817.1603 | 59882.8415 | 114863.2135 | 177920.3455 | -63057.132 |
Total P&L (%) | 241.7 | 181.8172 | 59.8828 | 114.8632 | 177.9203 | -63.0571 |
Avg Daily Profit (%) | 0.2234 | 0.1681 | 0.0554 | 0.0707 | 0.0945 | -0.092 |
Buy And Hold Return (%) | 28.4778 | 28.4778 | 28.4778 | 28.4778 | 28.4778 | 28.4778 |
Max Trade Drawdown | -112547 | -82821 | -75441 | -400228 | -268411 | -235019 |
Profit Factor | 1.4435 | 1.6165 | 1.2394 | 1.0869 | 1.2575 | 0.9001 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 52.5547 | 48.5294 | 56.5217 | 52.5547 | 48.5294 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.3031 | 1.7145 | 0.9534 | 0.9812 | 1.3337 | 0.6924 |
Largest Winning Trade | 112758 | 112758 | 24747 | 139341 | 139341 | 39587 |
Largest Losing Trade | -63962 | -38596 | -63962 | -166361 | -166361 | -162671 |
Avg Bars in Trades | 46 | 53 | 39 | 46 | 53 | 39 |
Avg Bars in Winners | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Losers | 46 | 51 | 39 | 46 | 51 | 39 |
Bars Traded | 6316 | 3618 | 2698 | 6316 | 3618 | 2698 |
Profit Streak | 11.5397 | 0 | 13.8731 | 11.5397 | 0 | 13.8731 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363853 | -100032 | -227395 | -226004 | -177475 | -681014 |
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{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 4 } } }
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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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