Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296575.2671 | 111312.0718 | 185263.1954 | 313044.3388 | -104923.0319 | 417967.3707 |
Total P&L (%) | 296.5753 | 111.3121 | 185.2632 | 313.0443 | -104.923 | 417.9674 |
Avg Daily Profit (%) | 0.2843 | 0.1067 | 0.1776 | 0.1361 | 0 | 0.1578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77531 | -67961 | -38817 | -262468 | -320882 | -125323 |
Profit Factor | 1.7851 | 1.5568 | 2.0417 | 1.2833 | 0.8246 | 1.8248 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 49.2958 | 41.6667 | 57.1429 | 49.2958 | 41.6667 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.8361 | 2.1795 | 1.5313 | 1.32 | 1.1545 | 1.3686 |
Largest Winning Trade | 153427 | 153427 | 44545 | 153427 | 153427 | 132094 |
Largest Losing Trade | -27673 | -25731 | -27673 | -109096 | -109096 | -79020 |
Avg Bars in Trades | 84 | 62 | 105 | 84 | 62 | 105 |
Avg Bars in Winners | 109 | 82 | 130 | 109 | 82 | 130 |
Avg Bars in Losers | 59 | 49 | 72 | 59 | 49 | 72 |
Bars Traded | 5968 | 2261 | 3707 | 5968 | 2261 | 3707 |
Profit Streak | 0 | 0 | 144.0213 | 0 | 0 | 144.0213 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79824 | -51010 | 488807 | -102961 | -582354 | 427642 |
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{ "first_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } } }
# | 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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