Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235075.9272 | 1214459.8979 | 20616.0293 | 381397.1248 | 1538599.9945 | -1157202.8697 |
Total P&L (%) | 1235.0759 | 1214.4599 | 20.616 | 381.3971 | 1538.6 | -1157.2029 |
Avg Daily Profit (%) | 0.6919 | 0.6803 | 0.0115 | 0.0881 | 0.1568 | 0 |
Buy And Hold Return (%) | 249.3837 | 249.3837 | 249.3837 | 249.3837 | 249.3837 | 249.3837 |
Max Trade Drawdown | -80399 | -84272 | -183980 | -1576037 | -902601 | -2045962 |
Profit Factor | 2.8013 | 5.7949 | 1.0477 | 1.0619 | 1.7338 | 0.7156 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.5017 | 9.5445 | 1.0021 | 1.3273 | 2.8557 | 0.6844 |
Largest Winning Trade | 954537 | 954537 | 62299 | 1836782 | 1836782 | 388888 |
Largest Losing Trade | -76544 | -22213 | -76544 | -1553244 | -187635 | -1553244 |
Avg Bars in Trades | 117 | 100 | 133 | 117 | 100 | 133 |
Avg Bars in Winners | 182 | 161 | 198 | 182 | 161 | 198 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 10546 | 4525 | 6021 | 10546 | 4525 | 6021 |
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 | 514527 | 517847 | -511052 | -239800 | 205707 | -580567 |
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{ "first_band": { "type": "kcb", "factors": { "length": 66, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 66, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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