Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143269.6573 | 59990.3191 | 83279.3382 | 134743.9398 | 72894.1478 | 61849.792 |
Total P&L (%) | 143.2697 | 59.9903 | 83.2793 | 134.7439 | 72.8941 | 61.8498 |
Avg Daily Profit (%) | 0.2751 | 0.1152 | 0.1599 | 0.164 | 0.1052 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93693 | -46098 | -76030 | -91437 | -45862 | -65694 |
Profit Factor | 1.3775 | 1.328 | 1.4235 | 1.3487 | 1.3901 | 1.31 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 61.194 | 61.194 | 61.194 | 61.194 | 61.194 | 61.194 |
Ratio Avg Win / Avg Loss | 0.8735 | 0.8422 | 0.9027 | 0.8553 | 0.8815 | 0.8307 |
Largest Winning Trade | 29451 | 23143 | 29451 | 42772 | 42772 | 20201 |
Largest Losing Trade | -29120 | -28490 | -29120 | -28839 | -28839 | -28534 |
Avg Bars in Trades | 184 | 195 | 173 | 184 | 195 | 173 |
Avg Bars in Winners | 150 | 159 | 142 | 150 | 159 | 142 |
Avg Bars in Losers | 237 | 251 | 222 | 237 | 251 | 222 |
Bars Traded | 24687 | 13074 | 11613 | 24687 | 13074 | 11613 |
Profit Streak | 0 | 10.1508 | 0 | 0 | 10.1508 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302070 | -156447 | -109347 | 261553 | -168739 | -187348 |
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{ "first_band": { "type": "wma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 5 } } }
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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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