Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110153.1459 | 18149.0795 | 92004.0665 | 166559.2146 | 32390.3096 | 134168.905 |
Total P&L (%) | 110.1531 | 18.1491 | 92.0041 | 166.5592 | 32.3903 | 134.1689 |
Avg Daily Profit (%) | 0.423 | 0.0697 | 0.3533 | 0.3772 | 0.1078 | 0.3273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22522 | -13398 | -17321 | -51407 | -26000 | -41009 |
Profit Factor | 2.221 | 1.6447 | 2.4823 | 1.918 | 1.5904 | 2.0599 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 57.377 | 50 | 64.5161 | 57.377 | 50 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.6499 | 1.6447 | 1.3653 | 1.4248 | 1.5904 | 1.133 |
Largest Winning Trade | 24539 | 7665 | 24539 | 27270 | 16012 | 27270 |
Largest Losing Trade | -13556 | -7489 | -13556 | -32758 | -14963 | -32758 |
Avg Bars in Trades | 401 | 83 | 708 | 401 | 83 | 708 |
Avg Bars in Winners | 380 | 109 | 583 | 380 | 109 | 583 |
Avg Bars in Losers | 428 | 57 | 935 | 428 | 57 | 935 |
Bars Traded | 24469 | 2497 | 21972 | 24469 | 2497 | 21972 |
Profit Streak | 25.7018 | 25.7018 | 40.9935 | 25.7018 | 25.7018 | 40.9935 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151221 | -105792 | 523313 | -153308 | -49901 | 485960 |
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 1 } } }
# | 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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