Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55157.0505 | -5341.5268 | 60498.5773 | 56143.7306 | -10308.2841 | 66452.0147 |
Total P&L (%) | 55.1571 | -5.3415 | 60.4986 | 56.1437 | -10.3083 | 66.452 |
Avg Daily Profit (%) | 0.2118 | -0.0205 | 0.2323 | 0.1713 | -0.0418 | 0.1959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39333 | -24541 | -20358 | -51628 | -31997 | -25759 |
Profit Factor | 1.4912 | 0.8967 | 1.9985 | 1.3974 | 0.8409 | 1.869 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 65.1515 | 60.6061 | 69.697 | 65.1515 | 60.6061 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7976 | 0.5829 | 0.8689 | 0.7474 | 0.5466 | 0.8126 |
Largest Winning Trade | 11434 | 8499 | 11434 | 12218 | 9423 | 12218 |
Largest Losing Trade | -18378 | -8852 | -18378 | -23825 | -10360 | -23825 |
Avg Bars in Trades | 357 | 206 | 507 | 357 | 206 | 507 |
Avg Bars in Winners | 260 | 138 | 366 | 260 | 138 | 366 |
Avg Bars in Losers | 538 | 311 | 833 | 538 | 311 | 833 |
Bars Traded | 23573 | 6820 | 16753 | 23573 | 6820 | 16753 |
Profit Streak | 0 | 0 | 51.6455 | 0 | 0 | 51.6455 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121613 | -580823 | 395704 | -122467 | -580823 | 389778 |
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 235, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 235, "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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