Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841080.0157 | 741823.6588 | 99256.3569 | 3616658.6262 | 1380697.4708 | 2235961.1554 |
Total P&L (%) | 841.08 | 741.8237 | 99.2564 | 3616.6586 | 1380.6975 | 2235.9612 |
Avg Daily Profit (%) | 0.4541 | 0.4006 | 0.0536 | 0.1954 | 0.1456 | 0.1703 |
Buy And Hold Return (%) | 224.8802 | 224.8802 | 224.8802 | 224.8802 | 224.8802 | 224.8802 |
Max Trade Drawdown | -88022 | -44759 | -79309 | -1411854 | -1195450 | -655839 |
Profit Factor | 2.6431 | 4.4146 | 1.3369 | 1.6933 | 1.405 | 2.2367 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 4.2289 | 7.7255 | 1.9539 | 2.7092 | 2.4588 | 3.269 |
Largest Winning Trade | 325514 | 325514 | 76685 | 1548440 | 1501618 | 1548440 |
Largest Losing Trade | -46644 | -36068 | -46644 | -529096 | -529096 | -223646 |
Avg Bars in Trades | 83 | 78 | 87 | 83 | 78 | 87 |
Avg Bars in Winners | 155 | 145 | 163 | 155 | 145 | 163 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 5418 | 2604 | 2814 | 5418 | 2604 | 2814 |
Profit Streak | 0 | 0 | 47.1418 | 0 | 0 | 47.1418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127966 | 321988 | -288823 | -129557 | -2280 | 321188 |
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{ "first_band": { "type": "kcb", "factors": { "length": 53, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 53, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 31, "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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