Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73117.3352 | 48129.8498 | 24987.4854 | 88738.6297 | 49563.2697 | 39175.36 |
Total P&L (%) | 73.1173 | 48.1299 | 24.9875 | 88.7386 | 49.5633 | 39.1754 |
Avg Daily Profit (%) | 0.8423 | 0.5544 | 0.2878 | 0.7344 | 0.4648 | 0.3815 |
Buy And Hold Return (%) | 12.2608 | 12.2608 | 12.2608 | 12.2608 | 12.2608 | 12.2608 |
Max Trade Drawdown | -21739 | -27302 | -2876 | -39315 | -54627 | -4488 |
Profit Factor | 1.7915 | 1.5986 | 3.0885 | 1.5488 | 1.349 | 2.9876 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 74.4898 | 73.4694 | 75.5102 | 74.4898 | 73.4694 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.6135 | 0.5773 | 1.0017 | 0.5304 | 0.4872 | 0.9689 |
Largest Winning Trade | 13959 | 13959 | 3384 | 22064 | 22064 | 5412 |
Largest Losing Trade | -16117 | -16117 | -2876 | -29663 | -29663 | -4488 |
Avg Bars in Trades | 240 | 452 | 28 | 240 | 452 | 28 |
Avg Bars in Winners | 152 | 289 | 18 | 152 | 289 | 18 |
Avg Bars in Losers | 498 | 903 | 60 | 498 | 903 | 60 |
Bars Traded | 23579 | 22178 | 1401 | 23579 | 22178 | 1401 |
Profit Streak | 7.0868 | 7.0868 | 8.7951 | 7.0868 | 7.0868 | 8.7951 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585282 | 414162 | 379467 | 564069 | 335427 | 464405 |
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "offset": 0, "scalar": 5 } } }
# | 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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