Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2552735.4841 | 2530824.5068 | 21910.9774 | 1537612.5367 | 5912518.4707 | -4374905.934 |
Total P&L (%) | 2552.7355 | 2530.8245 | 21.911 | 1537.6125 | 5912.5185 | -4374.9059 |
Avg Daily Profit (%) | 1.147 | 1.1372 | 0.0098 | 0.1257 | 0.1842 | 0 |
Buy And Hold Return (%) | 705.8673 | 705.8673 | 705.8673 | 705.8673 | 705.8673 | 705.8673 |
Max Trade Drawdown | -153454 | -89501 | -113570 | -9802034 | -5256458 | -5414278 |
Profit Factor | 3.8688 | 6.9613 | 1.0471 | 1.059 | 1.4802 | 0.6815 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 30.4348 | 31.8841 | 28.9855 | 30.4348 | 31.8841 | 28.9855 |
Ratio Avg Win / Avg Loss | 8.8429 | 14.8719 | 2.5654 | 2.4206 | 3.1623 | 1.6697 |
Largest Winning Trade | 2282416 | 2282416 | 45629 | 10403833 | 10403833 | 1251579 |
Largest Losing Trade | -62652 | -30639 | -62652 | -4402991 | -3104432 | -4402991 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 222 | 207 | 239 | 222 | 207 | 239 |
Avg Bars in Losers | 38 | 33 | 44 | 38 | 33 | 44 |
Bars Traded | 13085 | 6136 | 6949 | 13085 | 6136 | 6949 |
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 | 382541 | -89607 | -627281 | -192206 | -98803 | -692207 |
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "scalar": 3 } } }
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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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