Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15086.6859 | -9824.4888 | 24911.1747 | 13191.8131 | -12580.6278 | 25772.441 |
Total P&L (%) | 15.0867 | -9.8245 | 24.9112 | 13.1918 | -12.5806 | 25.7724 |
Avg Daily Profit (%) | 0.2897 | -0.1886 | 0.4783 | 0.2382 | -0.2578 | 0.4413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15836 | -16273 | -3706 | -19619 | -19882 | -4045 |
Profit Factor | 1.2305 | 0.8075 | 2.7283 | 1.1808 | 0.7791 | 2.6069 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 65.4762 | 61.9048 | 69.0476 | 65.4762 | 61.9048 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.6488 | 0.4969 | 1.223 | 0.6226 | 0.4794 | 1.1686 |
Largest Winning Trade | 8214 | 8214 | 4645 | 8285 | 8285 | 5444 |
Largest Losing Trade | -9800 | -9800 | -3706 | -12052 | -12052 | -4045 |
Avg Bars in Trades | 274 | 303 | 244 | 274 | 303 | 244 |
Avg Bars in Winners | 162 | 153 | 170 | 162 | 153 | 170 |
Avg Bars in Losers | 485 | 546 | 410 | 485 | 546 | 410 |
Bars Traded | 23020 | 12734 | 10286 | 23020 | 12734 | 10286 |
Profit Streak | 5.2744 | 5.2744 | 12.3598 | 5.2744 | 5.2744 | 12.3598 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1729 | -580537 | 472631 | -79841 | -580537 | 447392 |
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{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
# | 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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