Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663983.221 | 678677.9011 | -14694.6801 | -62819.8941 | -14237.2446 | -48582.6494 |
Total P&L (%) | 663.9832 | 678.6779 | -14.6947 | -62.8199 | -14.2372 | -48.5826 |
Avg Daily Profit (%) | 0.2795 | 0.2857 | -0.0062 | -0.0416 | -0.0065 | -0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175566 | -172537 | -49750 | -556534 | -490236 | -77794 |
Profit Factor | 1.975 | 2.2904 | 0.9052 | 0.9356 | 0.9823 | 0.7166 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 44.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.2655 | 2.863 | 0.9555 | 1.0732 | 1.2279 | 0.7564 |
Largest Winning Trade | 359227 | 359227 | 17944 | 413706 | 413706 | 26626 |
Largest Losing Trade | -78188 | -78188 | -22736 | -288311 | -288311 | -65864 |
Avg Bars in Trades | 123 | 238 | 11 | 123 | 238 | 11 |
Avg Bars in Winners | 80 | 157 | 12 | 80 | 157 | 12 |
Avg Bars in Losers | 160 | 303 | 10 | 160 | 303 | 10 |
Bars Traded | 9022 | 8588 | 434 | 9022 | 8588 | 434 |
Profit Streak | 59.2261 | 0 | 276.9761 | 59.2261 | 0 | 276.9761 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64579 | 394856 | -580051 | -656160 | -581273 | -580051 |
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 35 } }, "second_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 35 } }, "second_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 3 } } }
# | 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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