Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143193.6549 | 65638.7019 | 77554.953 | 118567.8221 | 68156.4939 | 50411.3282 |
Total P&L (%) | 143.1937 | 65.6387 | 77.555 | 118.5678 | 68.1565 | 50.4113 |
Avg Daily Profit (%) | 0.2749 | 0.126 | 0.1489 | 0.1502 | 0.0998 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88329 | -43475 | -70173 | -93175 | -49822 | -67726 |
Profit Factor | 1.3478 | 1.2946 | 1.4106 | 1.2532 | 1.2651 | 1.2387 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 52.9851 | 47.7612 | 58.209 | 52.9851 | 47.7612 | 58.209 |
Ratio Avg Win / Avg Loss | 1.196 | 1.416 | 1.0127 | 1.112 | 1.3837 | 0.8894 |
Largest Winning Trade | 24080 | 24080 | 17713 | 33064 | 33064 | 29410 |
Largest Losing Trade | -45225 | -20473 | -45225 | -43358 | -24353 | -43358 |
Avg Bars in Trades | 182 | 195 | 169 | 182 | 195 | 169 |
Avg Bars in Winners | 169 | 188 | 153 | 169 | 188 | 153 |
Avg Bars in Losers | 198 | 202 | 192 | 198 | 202 | 192 |
Bars Traded | 24498 | 13125 | 11373 | 24498 | 13125 | 11373 |
Profit Streak | 11.05 | 22.8417 | 11.05 | 11.05 | 22.8417 | 11.05 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356552 | -142368 | -109050 | 297376 | -177299 | -207072 |
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "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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