Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -575144.6384 | 37998.6667 | -613143.3051 | 9006542.1987 | 2252328.811 | 6754213.3877 |
Total P&L (%) | -575.1446 | 37.9987 | -613.1433 | 9006.5422 | 2252.3288 | 6754.2134 |
Avg Daily Profit (%) | -0.3164 | 0.0209 | -0.3373 | 0.2485 | 0.1739 | 0.2328 |
Buy And Hold Return (%) | 723.7458 | 723.7458 | 723.7458 | 723.7458 | 723.7458 | 723.7458 |
Max Trade Drawdown | -795311 | -65940 | -766939 | -2848840 | -950196 | -2894680 |
Profit Factor | 0.4702 | 1.2812 | 0.3549 | 2.062 | 1.7912 | 2.1989 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 66 | 29 | 37 | 46 | 25 | 21 |
Losing Trades | 21 | 15 | 6 | 41 | 19 | 22 |
Profitability (%) | 75.8621 | 65.9091 | 86.0465 | 52.8736 | 56.8182 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.1496 | 0.6627 | 0.0576 | 1.8379 | 1.3613 | 2.3036 |
Largest Winning Trade | 21479 | 18928 | 21479 | 5091375 | 1066033 | 5091375 |
Largest Losing Trade | -601950 | -64214 | -601950 | -1627458 | -691697 | -1627458 |
Avg Bars in Trades | 68 | 28 | 109 | 68 | 28 | 109 |
Avg Bars in Winners | 35 | 11 | 55 | 63 | 32 | 101 |
Avg Bars in Losers | 171 | 62 | 445 | 74 | 23 | 117 |
Bars Traded | 5972 | 1264 | 4708 | 5972 | 1264 | 4708 |
Profit Streak | 179.1226 | 179.1226 | 223.6226 | 179.1226 | 179.1226 | 223.6226 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575531 | -329044 | -574869 | 516979 | 334057 | 485350 |
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{ "first_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "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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