Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198498.6956 | 1092625.4155 | 105873.2801 | 7047417.4965 | 2336770.0068 | 4710647.4898 |
Total P&L (%) | 1198.4987 | 1092.6254 | 105.8733 | 7047.4175 | 2336.77 | 4710.6475 |
Avg Daily Profit (%) | 0.4776 | 0.4354 | 0.0422 | 0.1703 | 0.1273 | 0.1545 |
Buy And Hold Return (%) | 458.4989 | 458.4989 | 458.4989 | 458.4989 | 458.4989 | 458.4989 |
Max Trade Drawdown | -77514 | -73289 | -71434 | -4716686 | -4801797 | -4139466 |
Profit Factor | 2.9793 | 4.4404 | 1.3677 | 1.3003 | 1.1502 | 1.5951 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 42.2222 | 37.7778 | 46.6667 | 42.2222 | 37.7778 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.077 | 7.3136 | 1.5631 | 1.7793 | 1.8945 | 1.8229 |
Largest Winning Trade | 523219 | 523219 | 55490 | 4602741 | 4602741 | 2753291 |
Largest Losing Trade | -37800 | -26073 | -37800 | -2396616 | -1650025 | -2396616 |
Avg Bars in Trades | 81 | 76 | 86 | 81 | 76 | 86 |
Avg Bars in Winners | 138 | 151 | 127 | 138 | 151 | 127 |
Avg Bars in Losers | 40 | 31 | 49 | 40 | 31 | 49 |
Bars Traded | 7335 | 3462 | 3872 | 7335 | 3462 | 3872 |
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 | 355009 | 302821 | -301957 | 223044 | -82742 | 338986 |
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 53, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 53, "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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