Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82678.415 | 5862.4575 | 76815.9575 | 93844.5879 | 4966.3601 | 88878.2278 |
Total P&L (%) | 82.6784 | 5.8625 | 76.816 | 93.8446 | 4.9664 | 88.8782 |
Avg Daily Profit (%) | 0.3175 | 0.0225 | 0.295 | 0.2545 | 0.0186 | 0.2445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32524 | -32388 | -15415 | -34421 | -34277 | -18688 |
Profit Factor | 1.458 | 1.0457 | 2.4727 | 1.3898 | 1.0299 | 2.1909 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 68.595 | 62.2951 | 75 | 68.595 | 62.2951 | 75 |
Ratio Avg Win / Avg Loss | 0.6675 | 0.6329 | 0.8242 | 0.6363 | 0.6234 | 0.7303 |
Largest Winning Trade | 7895 | 7895 | 6486 | 12016 | 12016 | 9043 |
Largest Losing Trade | -29118 | -29118 | -10905 | -30707 | -30707 | -17633 |
Avg Bars in Trades | 203 | 210 | 195 | 203 | 210 | 195 |
Avg Bars in Winners | 121 | 101 | 137 | 121 | 101 | 137 |
Avg Bars in Losers | 381 | 388 | 371 | 381 | 388 | 371 |
Bars Traded | 24569 | 12816 | 11753 | 24569 | 12816 | 11753 |
Profit Streak | 5.9131 | 5.9131 | 18.5172 | 5.9131 | 5.9131 | 18.5172 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395689 | -660826 | -155494 | 361294 | -683381 | -156469 |
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "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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