Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208420.6246 | 134298.2458 | 74122.3788 | -15422.0153 | 11583.9301 | -27005.9454 |
Total P&L (%) | 208.4206 | 134.2982 | 74.1224 | -15.422 | 11.5839 | -27.0059 |
Avg Daily Profit (%) | 0.2001 | 0.1289 | 0.0712 | -0.0161 | 0.0105 | -0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113672 | -88206 | -97086 | -141657 | -104601 | -127675 |
Profit Factor | 1.2578 | 1.3255 | 1.1872 | 0.9768 | 1.0341 | 0.9169 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 61.8182 | 60 | 63.6364 | 61.8182 | 60 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7769 | 0.8837 | 0.6784 | 0.6033 | 0.6894 | 0.524 |
Largest Winning Trade | 35216 | 35216 | 27468 | 28157 | 28157 | 19274 |
Largest Losing Trade | -77059 | -46906 | -77059 | -74155 | -49301 | -74155 |
Avg Bars in Trades | 111 | 105 | 117 | 111 | 105 | 117 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 147 | 135 | 159 | 147 | 135 | 159 |
Bars Traded | 24565 | 11636 | 12929 | 24565 | 11636 | 12929 |
Profit Streak | 11.5979 | 36.1396 | 11.5979 | 11.5979 | 36.1396 | 11.5979 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343933 | -19851 | -112042 | -577005 | -477457 | -578641 |
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{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 173, "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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