Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110668.2884 | 82011.1377 | 28657.1507 | 82756.7079 | 60072.2632 | 22684.4446 |
Total P&L (%) | 110.6683 | 82.0111 | 28.6572 | 82.7567 | 60.0723 | 22.6844 |
Avg Daily Profit (%) | 0.4156 | 0.308 | 0.1076 | 0.2267 | 0.1768 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78475 | -27410 | -75894 | -97402 | -42984 | -106753 |
Profit Factor | 1.4344 | 1.8691 | 1.1787 | 1.2656 | 1.5052 | 1.1178 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 53.4247 | 55.5556 | 51.3514 | 53.4247 | 55.5556 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.2505 | 1.4953 | 1.1167 | 1.1034 | 1.2042 | 1.0589 |
Largest Winning Trade | 42081 | 42081 | 30335 | 43471 | 43471 | 37001 |
Largest Losing Trade | -29716 | -27410 | -29716 | -43615 | -38366 | -43615 |
Avg Bars in Trades | 168 | 167 | 169 | 168 | 167 | 169 |
Avg Bars in Winners | 183 | 186 | 179 | 183 | 186 | 179 |
Avg Bars in Losers | 152 | 144 | 159 | 152 | 144 | 159 |
Bars Traded | 12311 | 6039 | 6272 | 12311 | 6039 | 6272 |
Profit Streak | 268.3269 | 0 | 287.7853 | 268.3269 | 0 | 287.7853 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65974 | 371575 | -76379 | -68620 | 267844 | -186356 |
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 4 } } }
# | 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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