Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191029.4272 | 233522.7229 | -42493.2957 | 43571.1835 | -1051.1057 | 44622.2892 |
Total P&L (%) | 191.0294 | 233.5227 | -42.4933 | 43.5712 | -1.0511 | 44.6223 |
Avg Daily Profit (%) | 0.1548 | 0.1892 | -0.0344 | 0.0293 | -0.0009 | 0.0299 |
Buy And Hold Return (%) | 10.322 | 10.322 | 10.322 | 10.322 | 10.322 | 10.322 |
Max Trade Drawdown | -253471 | -43581 | -271457 | -621779 | -80556 | -544402 |
Profit Factor | 1.2701 | 2.2949 | 0.9194 | 1.0465 | 0.9958 | 1.065 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 84 | 41 | 43 | 74 | 37 | 37 |
Losing Trades | 29 | 15 | 14 | 39 | 19 | 20 |
Profitability (%) | 74.3363 | 73.2143 | 75.4386 | 65.4867 | 66.0714 | 64.9123 |
Ratio Avg Win / Avg Loss | 0.4385 | 0.8396 | 0.2993 | 0.5516 | 0.5114 | 0.5757 |
Largest Winning Trade | 35602 | 35602 | 31947 | 504816 | 37333 | 504816 |
Largest Losing Trade | -251771 | -34365 | -251771 | -310257 | -36061 | -310257 |
Avg Bars in Trades | 127 | 102 | 152 | 127 | 102 | 152 |
Avg Bars in Winners | 78 | 65 | 90 | 85 | 70 | 100 |
Avg Bars in Losers | 271 | 204 | 342 | 207 | 164 | 248 |
Bars Traded | 14438 | 5745 | 8693 | 14438 | 5745 | 8693 |
Profit Streak | 16.4336 | 0 | 30.2669 | 16.4336 | 0 | 30.2669 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351940 | -167925 | -756995 | -323882 | -758750 | -483180 |
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 208, "offset": 29 } } }
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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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