Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179363.1497 | 165274.5614 | 14088.5883 | 85076.7117 | 117114.3242 | -32037.6125 |
Total P&L (%) | 179.3632 | 165.2746 | 14.0886 | 85.0767 | 117.1143 | -32.0376 |
Avg Daily Profit (%) | 2.0662 | 1.9039 | 0.1623 | 0.7117 | 0.897 | -0.4439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119411 | -59815 | -73105 | -95026 | -41031 | -60893 |
Profit Factor | 1.4158 | 1.8146 | 1.0617 | 1.2396 | 1.7329 | 0.836 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 262 | 130 | 132 | 262 | 130 | 132 |
Losing Trades | 242 | 122 | 120 | 242 | 122 | 120 |
Profitability (%) | 51.9841 | 51.5873 | 52.381 | 51.9841 | 51.5873 | 52.381 |
Ratio Avg Win / Avg Loss | 1.3077 | 1.7029 | 0.9652 | 1.145 | 1.6262 | 0.76 |
Largest Winning Trade | 194014 | 194014 | 75234 | 131394 | 131394 | 29076 |
Largest Losing Trade | -11138 | -8136 | -11138 | -11192 | -9057 | -11192 |
Avg Bars in Trades | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 24878 | 12260 | 12618 | 24878 | 12260 | 12618 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561029 | 582187 | -186516 | 455512 | 545048 | -581653 |
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{ "first_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } } }
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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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