Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164735.7744 | 68162.8328 | 96572.9417 | 223721.5985 | 111926.8875 | 111794.711 |
Total P&L (%) | 164.7358 | 68.1628 | 96.5729 | 223.7216 | 111.9269 | 111.7947 |
Avg Daily Profit (%) | 0.3163 | 0.1309 | 0.1854 | 0.2258 | 0.1443 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60930 | -34662 | -67371 | -98027 | -39663 | -107277 |
Profit Factor | 1.6887 | 1.5668 | 1.8119 | 1.507 | 1.5519 | 1.4688 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 60.1942 | 54.902 | 65.3846 | 60.1942 | 54.902 | 65.3846 |
Ratio Avg Win / Avg Loss | 1.1167 | 1.287 | 0.9592 | 0.9966 | 1.2747 | 0.7776 |
Largest Winning Trade | 20467 | 20467 | 19221 | 32003 | 31572 | 32003 |
Largest Losing Trade | -48912 | -14078 | -48912 | -74768 | -26864 | -74768 |
Avg Bars in Trades | 236 | 259 | 213 | 236 | 259 | 213 |
Avg Bars in Winners | 224 | 239 | 212 | 224 | 239 | 212 |
Avg Bars in Losers | 252 | 283 | 213 | 252 | 283 | 213 |
Bars Traded | 24308 | 13225 | 11082 | 24308 | 13225 | 11082 |
Profit Streak | 8.2389 | 0 | 11.5306 | 8.2389 | 0 | 11.5306 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446511 | -196705 | -169842 | 332047 | -178757 | -179100 |
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 1 } } }
# | 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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