Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745933.4446 | 674638.8364 | 71294.6082 | 3244046.7883 | 1431188.3719 | 1812858.4164 |
Total P&L (%) | 745.9334 | 674.6388 | 71.2946 | 3244.0468 | 1431.1884 | 1812.8584 |
Avg Daily Profit (%) | 0.3582 | 0.3239 | 0.0342 | 0.1687 | 0.1311 | 0.1418 |
Buy And Hold Return (%) | 215.1548 | 215.1548 | 215.1548 | 215.1548 | 215.1548 | 215.1548 |
Max Trade Drawdown | -107311 | -71548 | -108588 | -4698974 | -3276308 | -1986642 |
Profit Factor | 2.5124 | 3.6372 | 1.3003 | 1.2682 | 1.1869 | 1.4082 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.8824 | 41.8605 | 50 | 45.8824 | 41.8605 | 50 |
Ratio Avg Win / Avg Loss | 2.9633 | 5.0516 | 1.3003 | 1.4958 | 1.6485 | 1.4082 |
Largest Winning Trade | 253788 | 253788 | 48137 | 2381584 | 2381584 | 1131639 |
Largest Losing Trade | -35064 | -25651 | -35064 | -1002499 | -899229 | -1002499 |
Avg Bars in Trades | 282 | 267 | 297 | 282 | 267 | 297 |
Avg Bars in Winners | 453 | 472 | 437 | 453 | 472 | 437 |
Avg Bars in Losers | 136 | 119 | 156 | 136 | 119 | 156 |
Bars Traded | 23994 | 11506 | 12488 | 23994 | 11506 | 12488 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363902 | 352348 | -312812 | 226263 | -34717 | -2531 |
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{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 127 } }, "second_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 4 } } }
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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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