Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118326.6951 | 43340.2878 | 74986.4073 | 179178.2753 | 86454.046 | 92724.2294 |
Total P&L (%) | 118.3267 | 43.3403 | 74.9864 | 179.1783 | 86.454 | 92.7242 |
Avg Daily Profit (%) | 0.4544 | 0.1664 | 0.2879 | 0.395 | 0.2395 | 0.2523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26923 | -11753 | -20770 | -59626 | -19769 | -47788 |
Profit Factor | 2.0163 | 1.8489 | 2.1471 | 1.8448 | 2.0809 | 1.7018 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 67.6923 | 62.5 | 72.7273 | 67.6923 | 62.5 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.9623 | 1.1093 | 0.8051 | 0.8805 | 1.2485 | 0.6382 |
Largest Winning Trade | 17689 | 11064 | 17689 | 22413 | 21363 | 22413 |
Largest Losing Trade | -20726 | -10749 | -20726 | -47788 | -19209 | -47788 |
Avg Bars in Trades | 366 | 386 | 347 | 366 | 386 | 347 |
Avg Bars in Winners | 239 | 278 | 206 | 239 | 278 | 206 |
Avg Bars in Losers | 634 | 566 | 724 | 634 | 566 | 724 |
Bars Traded | 23847 | 12366 | 11481 | 23847 | 12366 | 11481 |
Profit Streak | 10.992 | 20.4608 | 10.992 | 10.992 | 20.4608 | 10.992 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123158 | 307896 | 426468 | -123997 | 415816 | 384555 |
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 249, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 249, "offset": 0, "scalar": 5 } } }
# | 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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