Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651347.6768 | 668604.0295 | -17256.3527 | 272079.8513 | 1843897.7631 | -1571817.9118 |
Total P&L (%) | 651.3477 | 668.604 | -17.2564 | 272.0799 | 1843.8978 | -1571.8179 |
Avg Daily Profit (%) | 0.3581 | 0.3676 | -0.0095 | 0.0723 | 0.1633 | 0 |
Buy And Hold Return (%) | 159.3158 | 159.3158 | 159.3158 | 159.3158 | 159.3158 | 159.3158 |
Max Trade Drawdown | -153867 | -81384 | -91164 | -2312902 | -837968 | -1583849 |
Profit Factor | 2.2012 | 3.8675 | 0.9442 | 1.058 | 2.0746 | 0.4714 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 33.8462 | 37.5 | 30.303 | 33.8462 | 37.5 | 30.303 |
Ratio Avg Win / Avg Loss | 4.3024 | 6.4459 | 2.1716 | 2.0679 | 3.4577 | 1.0843 |
Largest Winning Trade | 411327 | 411327 | 65889 | 1125194 | 1125194 | 385716 |
Largest Losing Trade | -45770 | -37297 | -45770 | -1228929 | -207505 | -1228929 |
Avg Bars in Trades | 162 | 147 | 175 | 162 | 147 | 175 |
Avg Bars in Winners | 350 | 300 | 409 | 350 | 300 | 409 |
Avg Bars in Losers | 65 | 56 | 74 | 65 | 56 | 74 |
Bars Traded | 10532 | 4732 | 5800 | 10532 | 4732 | 5800 |
Profit Streak | 0 | 48.3719 | 0 | 0 | 48.3719 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131125 | 361988 | -585684 | -403453 | 264101 | -586796 |
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{ "first_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } } }
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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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