Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2906740.2159 | -233684.6198 | -2673055.5961 | -102400.5452 | 4750353.7877 | -4852754.3329 |
Total P&L (%) | -2906.7402 | -233.6846 | -2673.0556 | -102.4005 | 4750.3538 | -4852.7543 |
Avg Daily Profit (%) | -1.2516 | -0.1006 | -1.151 | 0 | 0.1673 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3043128 | -244482 | -2814079 | -8288766 | -524863 | -8751264 |
Profit Factor | 0.1722 | 0.4731 | 0.1287 | 0.9901 | 4.7183 | 0.463 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 22 | 26 | 33 | 18 | 15 |
Losing Trades | 27 | 16 | 11 | 42 | 20 | 22 |
Profitability (%) | 64 | 57.8947 | 70.2703 | 44 | 47.3684 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.0969 | 0.3441 | 0.0544 | 1.2601 | 5.2426 | 0.679 |
Largest Winning Trade | 40229 | 40229 | 36821 | 3323654 | 3323654 | 1883832 |
Largest Losing Trade | -2317404 | -82273 | -2317404 | -6557823 | -432211 | -6557823 |
Avg Bars in Trades | 183 | 160 | 207 | 183 | 160 | 207 |
Avg Bars in Winners | 93 | 74 | 109 | 226 | 210 | 244 |
Avg Bars in Losers | 343 | 278 | 437 | 150 | 114 | 181 |
Bars Traded | 13759 | 6091 | 7668 | 13759 | 6091 | 7668 |
Profit Streak | 90.9315 | 90.9315 | 130.4315 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638475 | -578381 | -576793 | -642722 | 516100 | -584451 |
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{ "first_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "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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