Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716656.656 | 537655.0019 | 179001.6541 | 1075019.3374 | 366098.8442 | 708920.4932 |
Total P&L (%) | 716.6567 | 537.655 | 179.0017 | 1075.0193 | 366.0988 | 708.9205 |
Avg Daily Profit (%) | 0.4091 | 0.3069 | 0.1022 | 0.1408 | 0.0879 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84689 | -108719 | -57582 | -791596 | -765855 | -478095 |
Profit Factor | 1.836 | 2.1564 | 1.4562 | 1.2144 | 1.1379 | 1.3007 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 61 | 22 | 39 | 61 | 22 | 39 |
Losing Trades | 127 | 72 | 55 | 127 | 72 | 55 |
Profitability (%) | 32.4468 | 23.4043 | 41.4894 | 32.4468 | 23.4043 | 41.4894 |
Ratio Avg Win / Avg Loss | 3.8224 | 7.0573 | 2.0537 | 2.5284 | 3.724 | 1.8343 |
Largest Winning Trade | 406171 | 406171 | 53192 | 637960 | 637960 | 366044 |
Largest Losing Trade | -19551 | -15780 | -19551 | -218006 | -218006 | -176909 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 5180 | 2211 | 2969 | 5180 | 2211 | 2969 |
Profit Streak | 14.6762 | 0 | 16.6762 | 14.6762 | 0 | 16.6762 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300034 | -23819 | -57444 | -9016 | -180216 | -35009 |
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{ "first_band": { "type": "wma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 5, "offset": 0, "scalar": 4 } } }
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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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