Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170531.5839 | 136358.7344 | 34172.8494 | 268522.8251 | 199465.2113 | 69057.6138 |
Total P&L (%) | 170.5316 | 136.3587 | 34.1728 | 268.5228 | 199.4652 | 69.0576 |
Avg Daily Profit (%) | 0.1637 | 0.1309 | 0.0328 | 0.1253 | 0.1054 | 0.0504 |
Buy And Hold Return (%) | 39.0829 | 39.0829 | 39.0829 | 39.0829 | 39.0829 | 39.0829 |
Max Trade Drawdown | -63694 | -46762 | -16931 | -107178 | -107213 | -28385 |
Profit Factor | 1.7675 | 1.8031 | 1.6521 | 1.5815 | 1.5582 | 1.6616 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 72.5664 | 71.4286 | 73.6842 | 72.5664 | 71.4286 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6682 | 0.7213 | 0.59 | 0.5979 | 0.6233 | 0.5934 |
Largest Winning Trade | 23222 | 23222 | 8094 | 40878 | 40878 | 24320 |
Largest Losing Trade | -38223 | -38223 | -7387 | -95349 | -95349 | -13500 |
Avg Bars in Trades | 204 | 383 | 27 | 204 | 383 | 27 |
Avg Bars in Winners | 96 | 179 | 16 | 96 | 179 | 16 |
Avg Bars in Losers | 489 | 893 | 58 | 489 | 893 | 58 |
Bars Traded | 23061 | 21484 | 1577 | 23061 | 21484 | 1577 |
Profit Streak | 68.8228 | 87.6144 | 68.8228 | 68.8228 | 87.6144 | 68.8228 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393148 | -196129 | -490230 | -20760 | -229435 | -309392 |
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 181, "offset": 0, "scalar": 5 } } }
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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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