Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143629.5057 | 91957.0747 | 51672.431 | 210556.116 | 181817.1531 | 28738.963 |
Total P&L (%) | 143.6295 | 91.9571 | 51.6724 | 210.5561 | 181.8172 | 28.739 |
Avg Daily Profit (%) | 0.5515 | 0.3531 | 0.1984 | 0.4361 | 0.3986 | 0.0971 |
Buy And Hold Return (%) | 16.1437 | 16.1437 | 16.1437 | 16.1437 | 16.1437 | 16.1437 |
Max Trade Drawdown | -32478 | -18942 | -33529 | -139416 | -46779 | -135367 |
Profit Factor | 1.5905 | 1.8438 | 1.3849 | 1.3772 | 1.8781 | 1.0818 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 70.6349 | 71.4286 | 69.8413 | 70.6349 | 71.4286 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6612 | 0.7375 | 0.598 | 0.5725 | 0.7512 | 0.4672 |
Largest Winning Trade | 17434 | 14112 | 17434 | 33469 | 23661 | 33469 |
Largest Losing Trade | -32478 | -16887 | -32478 | -135367 | -46178 | -135367 |
Avg Bars in Trades | 193 | 192 | 195 | 193 | 192 | 195 |
Avg Bars in Winners | 120 | 119 | 121 | 120 | 119 | 121 |
Avg Bars in Losers | 370 | 375 | 366 | 370 | 375 | 366 |
Bars Traded | 24441 | 12143 | 12298 | 24441 | 12143 | 12298 |
Profit Streak | 4.1526 | 4.1526 | 11.5693 | 4.1526 | 4.1526 | 11.5693 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477102 | -136594 | -140803 | 394646 | -135269 | -348355 |
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{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 170, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 170, "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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