Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494069.9325 | 1484738.5235 | 9331.409 | -30131.0592 | -415776.3832 | 385645.324 |
Total P&L (%) | 1494.0699 | 1484.7385 | 9.3314 | -30.1311 | -415.7764 | 385.6453 |
Avg Daily Profit (%) | 0.8333 | 0.8281 | 0.0052 | -0.02 | 0 | 0.0882 |
Buy And Hold Return (%) | 34.3498 | 34.3498 | 34.3498 | 34.3498 | 34.3498 | 34.3498 |
Max Trade Drawdown | -208150 | -210058 | -72353 | -923217 | -1046746 | -241497 |
Profit Factor | 3.6664 | 5.6657 | 1.0385 | 0.9837 | 0.6688 | 1.653 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 34 | 10 | 24 | 34 | 10 | 24 |
Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
Profitability (%) | 35.7895 | 21.2766 | 50 | 35.7895 | 21.2766 | 50 |
Ratio Avg Win / Avg Loss | 6.578 | 20.9633 | 1.0385 | 1.7648 | 2.4746 | 1.653 |
Largest Winning Trade | 1720351 | 1720351 | 63198 | 653992 | 653992 | 384573 |
Largest Losing Trade | -41871 | -35407 | -41871 | -300312 | -300312 | -82755 |
Avg Bars in Trades | 31 | 38 | 24 | 31 | 38 | 24 |
Avg Bars in Winners | 58 | 112 | 36 | 58 | 112 | 36 |
Avg Bars in Losers | 16 | 18 | 12 | 16 | 18 | 12 |
Bars Traded | 2994 | 1809 | 1185 | 2994 | 1809 | 1185 |
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 | 530596 | -24948 | -529408 | -583273 | -624422 | -71739 |
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{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 4 } } }
# | 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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