Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94409.1478 | 51675.9629 | 42733.1849 | 48226.3398 | 57509.4152 | -9283.0755 |
Total P&L (%) | 94.4091 | 51.676 | 42.7332 | 48.2263 | 57.5094 | -9.2831 |
Avg Daily Profit (%) | 0.3625 | 0.1984 | 0.1641 | 0.1512 | 0.1746 | -0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74671 | -37899 | -76750 | -143940 | -38635 | -147473 |
Profit Factor | 1.3056 | 1.3658 | 1.2548 | 1.1055 | 1.3159 | 0.9662 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 70.068 | 64.8649 | 75.3425 | 70.068 | 64.8649 | 75.3425 |
Ratio Avg Win / Avg Loss | 0.5577 | 0.7398 | 0.4107 | 0.4723 | 0.7128 | 0.3162 |
Largest Winning Trade | 16837 | 13125 | 16837 | 16706 | 16034 | 16706 |
Largest Losing Trade | -54475 | -30708 | -54475 | -97383 | -28081 | -97383 |
Avg Bars in Trades | 166 | 172 | 160 | 166 | 172 | 160 |
Avg Bars in Winners | 93 | 98 | 89 | 93 | 98 | 89 |
Avg Bars in Losers | 339 | 311 | 379 | 339 | 311 | 379 |
Bars Traded | 24532 | 12792 | 11740 | 24532 | 12792 | 11740 |
Profit Streak | 5.299 | 5.299 | 18.8615 | 5.299 | 5.299 | 18.8615 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386036 | -57263 | -64744 | -97135 | -57383 | -648998 |
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{ "first_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 4 } } }
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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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