Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916431.0309 | 803805.5247 | 112625.5062 | 4526143.1589 | 1764796.4876 | 2761346.6713 |
Total P&L (%) | 916.431 | 803.8055 | 112.6255 | 4526.1432 | 1764.7965 | 2761.3467 |
Avg Daily Profit (%) | 0.4886 | 0.4286 | 0.0601 | 0.2047 | 0.1561 | 0.179 |
Buy And Hold Return (%) | 288.3292 | 288.3292 | 288.3292 | 288.3292 | 288.3292 | 288.3292 |
Max Trade Drawdown | -65795 | -60856 | -76904 | -3568544 | -2952429 | -2026708 |
Profit Factor | 2.7375 | 4.1687 | 1.4114 | 1.2358 | 1.1745 | 1.3043 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 38.7097 | 34.0426 | 43.4783 | 38.7097 | 34.0426 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.3344 | 8.0768 | 1.8348 | 1.9568 | 2.2755 | 1.6956 |
Largest Winning Trade | 379050 | 379050 | 58298 | 3585728 | 3585728 | 2176134 |
Largest Losing Trade | -31862 | -17539 | -31862 | -1308232 | -1033194 | -1308232 |
Avg Bars in Trades | 78 | 68 | 87 | 78 | 68 | 87 |
Avg Bars in Winners | 148 | 137 | 158 | 148 | 137 | 158 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 7277 | 3237 | 4040 | 7277 | 3237 | 4040 |
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 | 310788 | 279090 | -279102 | 170558 | -26561 | 238195 |
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{ "first_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 4 } } }
# | 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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