Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334069.0238 | 257987.7175 | 76081.3062 | -33955.346 | 56105.8947 | -90061.2407 |
Total P&L (%) | 334.069 | 257.9877 | 76.0813 | -33.9553 | 56.1059 | -90.0612 |
Avg Daily Profit (%) | 0.3258 | 0.2516 | 0.0742 | -0.0404 | 0.0434 | -0.2249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208986 | -97518 | -97233 | -130780 | -26222 | -30805 |
Profit Factor | 1.448 | 1.7313 | 1.1936 | 0.8734 | 1.6844 | 0.5165 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 54.0323 | 43.5484 | 64.5161 | 54.0323 | 43.5484 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.2319 | 2.2443 | 0.6565 | 0.7431 | 2.1835 | 0.2841 |
Largest Winning Trade | 211981 | 211981 | 32074 | 40753 | 40753 | 12567 |
Largest Losing Trade | -74046 | -32975 | -74046 | -99573 | -10622 | -99573 |
Avg Bars in Trades | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Winners | 53 | 39 | 63 | 53 | 39 | 63 |
Avg Bars in Losers | 42 | 35 | 53 | 42 | 35 | 53 |
Bars Traded | 6000 | 2300 | 3700 | 6000 | 2300 | 3700 |
Profit Streak | 26.8374 | 80.3374 | 26.8374 | 26.8374 | 80.3374 | 26.8374 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415829 | -144255 | -254878 | -578911 | -288223 | -732535 |
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{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 1 } } }
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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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