Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1882897.1049 | 1763360.6518 | 119536.453 | 9295563.6143 | 2854786.8738 | 6440776.7405 |
Total P&L (%) | 1882.8971 | 1763.3607 | 119.5365 | 9295.5636 | 2854.7869 | 6440.7767 |
Avg Daily Profit (%) | 1.0087 | 0.9447 | 0.064 | 0.2437 | 0.1816 | 0.2242 |
Buy And Hold Return (%) | 271.952 | 271.952 | 271.952 | 271.952 | 271.952 | 271.952 |
Max Trade Drawdown | -60749 | -115870 | -39446 | -5275506 | -8919630 | -4283352 |
Profit Factor | 4.5817 | 6.306 | 1.6182 | 1.2728 | 1.1273 | 1.5526 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 35.7143 | 23.8095 | 47.619 | 35.7143 | 23.8095 | 47.619 |
Ratio Avg Win / Avg Loss | 8.247 | 20.179 | 1.78 | 2.291 | 3.6074 | 1.7078 |
Largest Winning Trade | 1109728 | 1109728 | 50345 | 7378972 | 7378972 | 4245393 |
Largest Losing Trade | -27918 | -27918 | -22738 | -2322066 | -2159169 | -2322066 |
Avg Bars in Trades | 263 | 320 | 206 | 263 | 320 | 206 |
Avg Bars in Winners | 444 | 698 | 316 | 444 | 698 | 316 |
Avg Bars in Losers | 162 | 202 | 105 | 162 | 202 | 105 |
Bars Traded | 22119 | 13464 | 8655 | 22119 | 13464 | 8655 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556320 | -13542 | -271020 | 147901 | -106510 | 363617 |
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{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 105, "offset": 0 } } }
# | 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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