Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112950.6054 | 69496.2806 | 43454.3248 | 100373.7525 | 87309.0298 | 13064.7227 |
Total P&L (%) | 112.9506 | 69.4963 | 43.4543 | 100.3738 | 87.309 | 13.0647 |
Avg Daily Profit (%) | 0.4337 | 0.2669 | 0.1669 | 0.2672 | 0.2413 | 0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57860 | -43994 | -73433 | -96567 | -40820 | -127561 |
Profit Factor | 1.4223 | 1.6472 | 1.2714 | 1.2545 | 1.6169 | 1.0517 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 69.2913 | 61.9048 | 76.5625 | 69.2913 | 61.9048 | 76.5625 |
Ratio Avg Win / Avg Loss | 0.6303 | 1.0137 | 0.3892 | 0.556 | 0.995 | 0.3219 |
Largest Winning Trade | 18045 | 15844 | 18045 | 21715 | 21715 | 18952 |
Largest Losing Trade | -42780 | -32393 | -42780 | -66068 | -29435 | -66068 |
Avg Bars in Trades | 191 | 194 | 188 | 191 | 194 | 188 |
Avg Bars in Winners | 123 | 125 | 122 | 123 | 125 | 122 |
Avg Bars in Losers | 343 | 306 | 403 | 343 | 306 | 403 |
Bars Traded | 24270 | 12235 | 12035 | 24270 | 12235 | 12035 |
Profit Streak | 5.5466 | 7.5674 | 5.5466 | 5.5466 | 7.5674 | 5.5466 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410439 | -135687 | -132761 | 322299 | -137597 | -502144 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "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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