Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036792.308 | 1082708.1518 | -45915.8438 | -17921.6848 | 104288.6711 | -122210.3559 |
Total P&L (%) | 1036.7923 | 1082.7082 | -45.9158 | -17.9217 | 104.2887 | -122.2104 |
Avg Daily Profit (%) | 0.4978 | 0.5198 | -0.022 | -0.0095 | 0.0343 | 0 |
Buy And Hold Return (%) | 81.7121 | 81.7121 | 81.7121 | 81.7121 | 81.7121 | 81.7121 |
Max Trade Drawdown | -105206 | -98600 | -57800 | -2174320 | -2086538 | -158155 |
Profit Factor | 2.3587 | 2.8967 | 0.7611 | 0.9961 | 1.0265 | 0.8219 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 46.2366 | 52.1739 | 40.4255 | 46.2366 | 52.1739 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.7427 | 2.6553 | 1.1217 | 1.1583 | 0.941 | 1.2112 |
Largest Winning Trade | 665880 | 665880 | 25001 | 1119518 | 1119518 | 140909 |
Largest Losing Trade | -92219 | -92219 | -26427 | -1694442 | -1694442 | -93026 |
Avg Bars in Trades | 256 | 490 | 26 | 256 | 490 | 26 |
Avg Bars in Winners | 168 | 274 | 34 | 168 | 274 | 34 |
Avg Bars in Losers | 331 | 726 | 20 | 331 | 726 | 20 |
Bars Traded | 23820 | 22579 | 1241 | 23820 | 22579 | 1241 |
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 | 498955 | 599665 | -582475 | -580326 | -419578 | -582475 |
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 32 } }, "second_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 64, "offset": 32 } }, "second_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
# | 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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