Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61272.2167 | 32280.3062 | 28991.9105 | 73813.1158 | 37012.7555 | 36800.3603 |
Total P&L (%) | 61.2722 | 32.2803 | 28.9919 | 73.8131 | 37.0128 | 36.8004 |
Avg Daily Profit (%) | 0.7058 | 0.3719 | 0.334 | 0.6388 | 0.3634 | 0.3616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18238 | -12981 | -13052 | -30658 | -15932 | -15640 |
Profit Factor | 1.8137 | 1.9564 | 1.6978 | 1.7603 | 1.8629 | 1.6792 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 45.8333 | 50 | 41.6667 | 45.8333 | 50 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.1435 | 1.9564 | 2.377 | 2.0804 | 1.8629 | 2.3508 |
Largest Winning Trade | 18141 | 18141 | 11036 | 19028 | 19028 | 17144 |
Largest Losing Trade | -4895 | -4895 | -4103 | -7180 | -7180 | -6110 |
Avg Bars in Trades | 341 | 341 | 342 | 341 | 341 | 342 |
Avg Bars in Winners | 572 | 513 | 643 | 572 | 513 | 643 |
Avg Bars in Losers | 146 | 169 | 126 | 146 | 169 | 126 |
Bars Traded | 24606 | 12289 | 12317 | 24606 | 12289 | 12317 |
Profit Streak | 0 | 8.991 | 0 | 0 | 8.991 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72263 | 336325 | 139348 | -72635 | 332374 | 161545 |
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{ "first_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } } }
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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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