Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705110.0842 | 549299.8805 | 155810.2037 | 1359192.5771 | 782670.2532 | 576522.3239 |
Total P&L (%) | 705.1101 | 549.2999 | 155.8102 | 1359.1926 | 782.6703 | 576.5223 |
Avg Daily Profit (%) | 0.4408 | 0.3434 | 0.0974 | 0.1677 | 0.1362 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123536 | -69049 | -81230 | -1069298 | -1234547 | -610253 |
Profit Factor | 2.3072 | 2.9972 | 1.5894 | 1.2767 | 1.2919 | 1.2584 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 33.6538 | 26.9231 | 40.3846 | 33.6538 | 26.9231 | 40.3846 |
Ratio Avg Win / Avg Loss | 4.5486 | 8.1354 | 2.3462 | 2.5169 | 3.5067 | 1.8576 |
Largest Winning Trade | 290553 | 290553 | 65759 | 1506101 | 1506101 | 576653 |
Largest Losing Trade | -22793 | -18351 | -22793 | -385703 | -263606 | -385703 |
Avg Bars in Trades | 90 | 70 | 109 | 90 | 70 | 109 |
Avg Bars in Winners | 206 | 177 | 225 | 206 | 177 | 225 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 9371 | 3675 | 5696 | 9371 | 3675 | 5696 |
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 | 302730 | -186683 | -243754 | 98433 | -211253 | -215782 |
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{ "first_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } } }
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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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