Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59688.3198 | 22565.1932 | 37123.1266 | 75596.2393 | 26833.8058 | 48762.4335 |
Total P&L (%) | 59.6883 | 22.5652 | 37.1231 | 75.5962 | 26.8338 | 48.7624 |
Avg Daily Profit (%) | 1.1461 | 0.4333 | 0.7128 | 1.0869 | 0.4575 | 0.7656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14782 | -18298 | -8817 | -20598 | -25067 | -11730 |
Profit Factor | 1.9515 | 1.5859 | 2.5331 | 1.8651 | 1.4869 | 2.5111 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 74.4444 | 73.3333 | 75.5556 | 74.4444 | 73.3333 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.6699 | 0.5767 | 0.8195 | 0.6403 | 0.5407 | 0.8124 |
Largest Winning Trade | 6203 | 5931 | 6203 | 8298 | 7578 | 8298 |
Largest Losing Trade | -10018 | -10018 | -5715 | -14234 | -14234 | -7737 |
Avg Bars in Trades | 257 | 262 | 253 | 257 | 262 | 253 |
Avg Bars in Winners | 183 | 162 | 203 | 183 | 162 | 203 |
Avg Bars in Losers | 475 | 537 | 407 | 475 | 537 | 407 |
Bars Traded | 23215 | 11823 | 11392 | 23215 | 11823 | 11392 |
Profit Streak | 11.1833 | 11.1833 | 18.8916 | 11.1833 | 11.1833 | 18.8916 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592046 | 225790 | 524296 | 608942 | 275756 | 576241 |
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{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 218, "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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