Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139936.9487 | 93311.2852 | 46625.6635 | 166290.5589 | 128301.1973 | 37989.3616 |
Total P&L (%) | 139.9369 | 93.3113 | 46.6257 | 166.2906 | 128.3012 | 37.9894 |
Avg Daily Profit (%) | 1.612 | 1.0749 | 0.5371 | 1.1346 | 0.9555 | 0.3716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42935 | -24530 | -23221 | -37182 | -21960 | -19628 |
Profit Factor | 2.2734 | 2.3015 | 2.2206 | 2.451 | 2.8159 | 1.8643 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 34.1176 | 33.3333 | 34.8837 | 34.1176 | 33.3333 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.39 | 4.603 | 4.1451 | 4.7329 | 5.6318 | 3.4801 |
Largest Winning Trade | 84434 | 84434 | 57165 | 133524 | 133524 | 57519 |
Largest Losing Trade | -6882 | -6882 | -5356 | -15622 | -9590 | -15622 |
Avg Bars in Trades | 273 | 485 | 66 | 273 | 485 | 66 |
Avg Bars in Winners | 520 | 955 | 114 | 520 | 955 | 114 |
Avg Bars in Losers | 145 | 250 | 40 | 145 | 250 | 40 |
Bars Traded | 23233 | 20381 | 2852 | 23233 | 20381 | 2852 |
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 | 355894 | 323463 | 191543 | 353315 | 355471 | 88239 |
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{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 96, "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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