Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111613.5917 | 29584.9376 | 82028.6541 | 100199.778 | -1482.0123 | 101681.7903 |
Total P&L (%) | 111.6136 | 29.5849 | 82.0287 | 100.1998 | -1.482 | 101.6818 |
Avg Daily Profit (%) | 0.2143 | 0.0568 | 0.1575 | 0.1334 | -0.0029 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68718 | -44190 | -44180 | -110046 | -58557 | -51488 |
Profit Factor | 1.4168 | 1.2111 | 1.6427 | 1.272 | 0.9924 | 1.587 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 65.5556 | 66.6667 | 64.4444 | 65.5556 | 66.6667 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.7444 | 0.6056 | 0.9063 | 0.6683 | 0.4962 | 0.8756 |
Largest Winning Trade | 25140 | 25140 | 19719 | 26788 | 18092 | 26788 |
Largest Losing Trade | -26638 | -26638 | -22693 | -58557 | -58557 | -51488 |
Avg Bars in Trades | 264 | 210 | 318 | 264 | 210 | 318 |
Avg Bars in Winners | 167 | 147 | 188 | 167 | 147 | 188 |
Avg Bars in Losers | 449 | 338 | 554 | 449 | 338 | 554 |
Bars Traded | 23839 | 9494 | 14345 | 23839 | 9494 | 14345 |
Profit Streak | 2.2824 | 0 | 3.7199 | 2.2824 | 0 | 3.7199 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252845 | -120685 | 305322 | -16589 | -579120 | -12032 |
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{ "first_band": { "type": "kcu", "factors": { "length": 89, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 134, "offset": 190 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 89, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 134, "offset": 190 } } }
# | 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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