Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621509.0513 | 490321.7882 | 131187.2631 | 2402812.5971 | 1403073.8461 | 999738.751 |
Total P&L (%) | 621.5091 | 490.3218 | 131.1873 | 2402.8126 | 1403.0738 | 999.7388 |
Avg Daily Profit (%) | 0.3145 | 0.2481 | 0.0664 | 0.1631 | 0.1372 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94980 | -31315 | -130678 | -2457529 | -583246 | -1899814 |
Profit Factor | 2.618 | 4.5593 | 1.5325 | 1.5674 | 1.9123 | 1.3707 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.9275 | 48.5714 | 41.1765 | 44.9275 | 48.5714 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.2091 | 4.8275 | 2.1893 | 1.9213 | 2.0248 | 1.9581 |
Largest Winning Trade | 157430 | 157430 | 70213 | 942040 | 717688 | 942040 |
Largest Losing Trade | -56830 | -27214 | -56830 | -899453 | -525863 | -899453 |
Avg Bars in Trades | 163 | 82 | 245 | 163 | 82 | 245 |
Avg Bars in Winners | 279 | 145 | 441 | 279 | 145 | 441 |
Avg Bars in Losers | 68 | 24 | 108 | 68 | 24 | 108 |
Bars Traded | 11261 | 2902 | 8359 | 11261 | 2902 | 8359 |
Profit Streak | 0 | 0 | 644.0651 | 0 | 0 | 644.0651 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94240 | 537806 | -104161 | -97698 | -6330 | -31369 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
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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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