Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188013.7469 | 204925.5585 | -16911.8116 | 105723.1123 | 83831.6126 | 21891.4998 |
Total P&L (%) | 188.0137 | 204.9256 | -16.9118 | 105.7231 | 83.8316 | 21.8915 |
Avg Daily Profit (%) | 0.15 | 0.1635 | -0.0135 | 0.0576 | 0.0486 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119713 | -47768 | -112321 | -53740 | -53740 | -23047 |
Profit Factor | 1.3747 | 2.4054 | 0.9525 | 1.3439 | 1.9135 | 1.1015 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 59 | 29 | 30 | 57 | 27 | 30 |
Losing Trades | 16 | 8 | 8 | 18 | 10 | 8 |
Profitability (%) | 78.6667 | 78.3784 | 78.9474 | 76 | 72.973 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.3728 | 0.6636 | 0.254 | 0.4244 | 0.7087 | 0.2937 |
Largest Winning Trade | 34694 | 29175 | 34694 | 82465 | 23419 | 82465 |
Largest Losing Trade | -147762 | -47768 | -147762 | -147762 | -53740 | -147762 |
Avg Bars in Trades | 190 | 213 | 167 | 190 | 213 | 167 |
Avg Bars in Winners | 114 | 128 | 100 | 134 | 141 | 127 |
Avg Bars in Losers | 471 | 521 | 420 | 367 | 407 | 317 |
Bars Traded | 14282 | 7911 | 6371 | 14282 | 7911 | 6371 |
Profit Streak | 45.27 | 94.77 | 45.27 | 45.27 | 94.77 | 45.27 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49644 | 511136 | -575593 | -173406 | -122771 | -282733 |
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 237, "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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