Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1051752.5749 | -311400.2821 | -740352.2928 | -99601.9398 | 983690.8858 | -1083292.8256 |
Total P&L (%) | -1051.7526 | -311.4003 | -740.3523 | -99.6019 | 983.6909 | -1083.2928 |
Avg Daily Profit (%) | -0.7143 | -0.2115 | -0.5028 | -0.3746 | 0.162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1139792 | -370212 | -798339 | -973840 | -292671 | -1453372 |
Profit Factor | 0.4683 | 0.5731 | 0.407 | 0.9678 | 2.058 | 0.4985 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 184 | 84 | 100 | 150 | 77 | 73 |
Losing Trades | 98 | 57 | 41 | 132 | 64 | 68 |
Profitability (%) | 65.2482 | 59.5745 | 70.922 | 53.1915 | 54.6099 | 51.7731 |
Ratio Avg Win / Avg Loss | 0.2494 | 0.3889 | 0.1669 | 0.8516 | 1.7106 | 0.4644 |
Largest Winning Trade | 18968 | 17443 | 18968 | 413057 | 277496 | 413057 |
Largest Losing Trade | -522132 | -36219 | -522132 | -936939 | -70839 | -936939 |
Avg Bars in Trades | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Winners | 10 | 11 | 9 | 16 | 20 | 12 |
Avg Bars in Losers | 40 | 43 | 36 | 25 | 28 | 21 |
Bars Traded | 5842 | 3425 | 2417 | 5842 | 3425 | 2417 |
Profit Streak | 12.3297 | 53.3297 | 12.3297 | 12.3297 | 53.3297 | 12.3297 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575964 | -577967 | -577350 | -577527 | 496492 | -579832 |
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{ "first_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 7, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } } }
# | 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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