Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76580.2424 | 54303.1893 | 22277.0531 | -90163.5108 | 74383.0485 | -164546.5593 |
Total P&L (%) | 76.5802 | 54.3032 | 22.2771 | -90.1635 | 74.383 | -164.5466 |
Avg Daily Profit (%) | 0.2941 | 0.2085 | 0.0855 | -0.8866 | 0.2138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97687 | -28698 | -97687 | -262275 | -34296 | -262275 |
Profit Factor | 1.3253 | 1.8944 | 1.1275 | 0.8045 | 2.1077 | 0.5823 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 70 | 65 | 75 | 70 | 65 | 75 |
Ratio Avg Win / Avg Loss | 0.568 | 1.0201 | 0.3758 | 0.3448 | 1.1349 | 0.1941 |
Largest Winning Trade | 19775 | 13804 | 19775 | 28063 | 18790 | 28063 |
Largest Losing Trade | -97687 | -28698 | -97687 | -262275 | -34296 | -262275 |
Avg Bars in Trades | 295 | 199 | 391 | 295 | 199 | 391 |
Avg Bars in Winners | 181 | 149 | 209 | 181 | 149 | 209 |
Avg Bars in Losers | 560 | 290 | 937 | 560 | 290 | 937 |
Bars Traded | 23621 | 7969 | 15652 | 23621 | 7969 | 15652 |
Profit Streak | 0 | 0 | 19.3511 | 0 | 0 | 19.3511 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15305 | 349556 | -163611 | -603080 | 403659 | -578346 |
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 1 } } }
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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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