Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151428.641 | 130712.9007 | 20715.7403 | 160824.6199 | 107181.0392 | 53643.5807 |
Total P&L (%) | 151.4286 | 130.7129 | 20.7157 | 160.8246 | 107.181 | 53.6436 |
Avg Daily Profit (%) | 0.2624 | 0.2265 | 0.0359 | 0.1663 | 0.1263 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40450 | -45190 | -35163 | -166586 | -181761 | -42432 |
Profit Factor | 1.7252 | 1.9096 | 1.3182 | 1.3767 | 1.3192 | 1.5884 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 63.8554 | 63.4146 | 64.2857 | 63.8554 | 63.4146 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9765 | 1.1017 | 0.7323 | 0.7793 | 0.7611 | 0.8824 |
Largest Winning Trade | 41969 | 41969 | 11970 | 118562 | 118562 | 24468 |
Largest Losing Trade | -35721 | -35721 | -18601 | -145238 | -145238 | -24653 |
Avg Bars in Trades | 144 | 278 | 13 | 144 | 278 | 13 |
Avg Bars in Winners | 66 | 119 | 15 | 66 | 119 | 15 |
Avg Bars in Losers | 282 | 554 | 10 | 282 | 554 | 10 |
Bars Traded | 12006 | 11421 | 585 | 12006 | 11421 | 585 |
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 | 325896 | 422882 | -151042 | 238489 | -24480 | -92670 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } } }
# | 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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