Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72993.5164 | -12398.745 | 85392.2614 | 34777.0368 | -33915.4454 | 68692.4821 |
Total P&L (%) | 72.9935 | -12.3987 | 85.3923 | 34.777 | -33.9154 | 68.6925 |
Avg Daily Profit (%) | 0.1401 | -0.0238 | 0.164 | 0.0573 | -0.0795 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62018 | -71230 | -41268 | -121751 | -109528 | -65974 |
Profit Factor | 1.2482 | 0.9216 | 1.6279 | 1.0749 | 0.8576 | 1.3035 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 65.5556 | 55.5556 | 75.5556 | 65.5556 | 55.5556 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.6558 | 0.7373 | 0.5267 | 0.5648 | 0.6861 | 0.4217 |
Largest Winning Trade | 14304 | 14304 | 14260 | 22649 | 22649 | 21285 |
Largest Losing Trade | -32270 | -23801 | -32270 | -57741 | -40166 | -57741 |
Avg Bars in Trades | 274 | 317 | 232 | 274 | 317 | 232 |
Avg Bars in Winners | 165 | 190 | 147 | 165 | 190 | 147 |
Avg Bars in Losers | 482 | 475 | 495 | 482 | 475 | 495 |
Bars Traded | 24725 | 14273 | 10452 | 24725 | 14273 | 10452 |
Profit Streak | 0 | 0 | 16.1667 | 0 | 0 | 16.1667 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5876 | -580560 | 396143 | -256941 | -580560 | -57136 |
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 5 } } }
# | 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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