Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299259.7771 | 290307.9379 | 8951.8392 | 189437.8592 | 136968.0811 | 52469.7781 |
Total P&L (%) | 299.2598 | 290.3079 | 8.9518 | 189.4379 | 136.9681 | 52.4698 |
Avg Daily Profit (%) | 0.2873 | 0.2787 | 0.0086 | 0.1021 | 0.0829 | 0.0405 |
Buy And Hold Return (%) | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 |
Max Trade Drawdown | -84503 | -73419 | -26280 | -216876 | -232062 | -26749 |
Profit Factor | 1.9673 | 2.1765 | 1.1429 | 1.3107 | 1.2603 | 1.6285 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 46.0317 | 54.8387 | 37.5 | 46.0317 | 54.8387 | 37.5 |
Ratio Avg Win / Avg Loss | 2.3064 | 1.7924 | 1.9049 | 1.5367 | 1.0379 | 2.7141 |
Largest Winning Trade | 169144 | 169144 | 16247 | 239484 | 239484 | 32007 |
Largest Losing Trade | -59776 | -59776 | -16567 | -216876 | -216876 | -20685 |
Avg Bars in Trades | 348 | 684 | 22 | 348 | 684 | 22 |
Avg Bars in Winners | 251 | 407 | 30 | 251 | 407 | 30 |
Avg Bars in Losers | 430 | 1020 | 18 | 430 | 1020 | 18 |
Bars Traded | 21941 | 21214 | 727 | 21941 | 21214 | 727 |
Profit Streak | 0 | 75.285 | 0 | 0 | 75.285 | 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 | -141362 | 451589 | -413926 | -210596 | -84829 | -306113 |
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{ "first_band": { "type": "wma", "factors": { "length": 34, "offset": 41 } }, "second_band": { "type": "kcu", "factors": { "length": 227, "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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