Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16509.2927 | -2617.0243 | 19126.3169 | 17053.269 | -2546.6446 | 19599.9137 |
Total P&L (%) | 16.5093 | -2.617 | 19.1263 | 17.0533 | -2.5466 | 19.5999 |
Avg Daily Profit (%) | 0.951 | -0.1508 | 1.1017 | 0.9111 | -0.1485 | 1.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8708 | -7212 | -6855 | -8819 | -7306 | -6770 |
Profit Factor | 1.6584 | 0.7829 | 2.4691 | 1.6475 | 0.7953 | 2.4107 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 26 | 19 | 7 | 26 | 19 | 7 |
Profitability (%) | 64.3836 | 48.6486 | 80.5556 | 64.3836 | 48.6486 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.9174 | 0.8264 | 0.596 | 0.9114 | 0.8395 | 0.5819 |
Largest Winning Trade | 4988 | 1683 | 4988 | 5115 | 1791 | 5115 |
Largest Losing Trade | -4502 | -4389 | -4502 | -4431 | -4416 | -4431 |
Avg Bars in Trades | 283 | 72 | 500 | 283 | 72 | 500 |
Avg Bars in Winners | 262 | 55 | 390 | 262 | 55 | 390 |
Avg Bars in Losers | 322 | 88 | 958 | 322 | 88 | 958 |
Bars Traded | 20714 | 2686 | 18028 | 20714 | 2686 | 18028 |
Profit Streak | 10.701 | 10.701 | 10.8378 | 10.701 | 10.701 | 10.8378 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70141 | -581813 | 407758 | -70112 | -581813 | 403020 |
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{ "first_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "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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