Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70691.282 | 10901.8745 | 59789.4075 | 64430.463 | 23777.7308 | 40652.7322 |
Total P&L (%) | 70.6913 | 10.9019 | 59.7894 | 64.4305 | 23.7777 | 40.6527 |
Avg Daily Profit (%) | 0.2715 | 0.0419 | 0.2296 | 0.1912 | 0.0819 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44540 | -41317 | -28462 | -42330 | -36264 | -37040 |
Profit Factor | 1.3684 | 1.1044 | 1.6832 | 1.2897 | 1.228 | 1.3441 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 28 | 19 | 9 | 28 | 19 | 9 |
Profitability (%) | 71.134 | 60.4167 | 81.6327 | 71.134 | 60.4167 | 81.6327 |
Ratio Avg Win / Avg Loss | 0.5553 | 0.7236 | 0.3787 | 0.5233 | 0.8045 | 0.3024 |
Largest Winning Trade | 10013 | 10013 | 9920 | 9351 | 9351 | 9344 |
Largest Losing Trade | -24341 | -24341 | -21807 | -32352 | -20326 | -32352 |
Avg Bars in Trades | 248 | 275 | 221 | 248 | 275 | 221 |
Avg Bars in Winners | 145 | 139 | 150 | 145 | 139 | 150 |
Avg Bars in Losers | 500 | 482 | 538 | 500 | 482 | 538 |
Bars Traded | 24064 | 13206 | 10858 | 24064 | 13206 | 10858 |
Profit Streak | 7.324 | 0 | 10.1886 | 7.324 | 0 | 10.1886 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346597 | -381984 | 396424 | 291206 | -89894 | -18108 |
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{ "first_band": { "type": "wma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 233, "offset": 0, "scalar": 5 } } }
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# | 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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