Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346455.0929 | 119620.8218 | 226834.271 | -1819738.9422 | -216527.3699 | -1603211.5723 |
Total P&L (%) | 346.4551 | 119.6208 | 226.8343 | -1819.7389 | -216.5274 | -1603.2116 |
Avg Daily Profit (%) | 0.2074 | 0.0716 | 0.1358 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188234 | -51075 | -186695 | -2862548 | -479053 | -2445522 |
Profit Factor | 1.6141 | 1.8979 | 1.5264 | 0.7012 | 0.8497 | 0.6552 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 81 | 41 | 40 | 42 | 23 | 19 |
Losing Trades | 36 | 18 | 18 | 75 | 36 | 39 |
Profitability (%) | 69.2308 | 69.4915 | 68.9655 | 35.8974 | 38.9831 | 32.7586 |
Ratio Avg Win / Avg Loss | 0.7174 | 0.8332 | 0.6869 | 1.2522 | 1.33 | 1.3449 |
Largest Winning Trade | 47168 | 19799 | 47168 | 1247994 | 318566 | 1247994 |
Largest Losing Trade | -153735 | -27229 | -153735 | -437027 | -169701 | -437027 |
Avg Bars in Trades | 41 | 9 | 74 | 41 | 9 | 74 |
Avg Bars in Winners | 26 | 7 | 47 | 63 | 12 | 126 |
Avg Bars in Losers | 74 | 13 | 135 | 29 | 7 | 49 |
Bars Traded | 4867 | 544 | 4323 | 4867 | 544 | 4323 |
Profit Streak | 0 | 0 | 77.1319 | 17.4652 | 67.1319 | 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 | 387553 | -270388 | -188606 | -583717 | -759517 | -766149 |
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{ "first_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 35, "offset": 0 } } }
# | 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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