Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640754.7871 | 351191.1197 | 289563.6674 | 8395031.1578 | 3908671.9021 | 4486359.2556 |
Total P&L (%) | 640.7548 | 351.1911 | 289.5637 | 8395.0312 | 3908.6719 | 4486.3593 |
Avg Daily Profit (%) | 0.4306 | 0.236 | 0.1946 | 0.299 | 0.2484 | 0.2574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47673 | -23897 | -37275 | -2225423 | -1072887 | -1557267 |
Profit Factor | 4.2067 | 4.7237 | 3.7445 | 2.1282 | 2.021 | 2.2417 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50.7937 | 50 | 51.6129 | 50.7937 | 50 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.0752 | 4.7237 | 3.5104 | 2.0617 | 2.021 | 2.1016 |
Largest Winning Trade | 152096 | 152096 | 79754 | 3152301 | 2145473 | 3152301 |
Largest Losing Trade | -17971 | -16888 | -17971 | -928232 | -928232 | -800040 |
Avg Bars in Trades | 85 | 24 | 148 | 85 | 24 | 148 |
Avg Bars in Winners | 152 | 34 | 270 | 152 | 34 | 270 |
Avg Bars in Losers | 16 | 13 | 18 | 16 | 13 | 18 |
Bars Traded | 5380 | 769 | 4611 | 5380 | 769 | 4611 |
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 | -133674 | 567600 | 526258 | -137965 | 451342 | 466720 |
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{ "first_band": { "type": "kcu", "factors": { "length": 150, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 13, "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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