Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529050.0143 | 1574891.8898 | -45841.8755 | 199394.0038 | 705151.3687 | -505757.3649 |
Total P&L (%) | 1529.05 | 1574.8919 | -45.8419 | 199.394 | 705.1514 | -505.7574 |
Avg Daily Profit (%) | 0.8172 | 0.8417 | -0.0245 | 0.0586 | 0.1115 | 0 |
Buy And Hold Return (%) | 424.3393 | 424.3393 | 424.3393 | 424.3393 | 424.3393 | 424.3393 |
Max Trade Drawdown | -209816 | -217776 | -68292 | -4161967 | -3837072 | -888664 |
Profit Factor | 2.7636 | 4.0147 | 0.867 | 1.0219 | 1.1276 | 0.8583 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 35.0962 | 27.8846 | 42.3077 | 35.0962 | 27.8846 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.1108 | 10.3829 | 1.1822 | 1.8899 | 2.9163 | 1.1704 |
Largest Winning Trade | 1015230 | 1015230 | 22167 | 3808040 | 3808040 | 421741 |
Largest Losing Trade | -38214 | -38214 | -26315 | -1063431 | -1063431 | -888664 |
Avg Bars in Trades | 25 | 41 | 10 | 25 | 41 | 10 |
Avg Bars in Winners | 41 | 86 | 12 | 41 | 86 | 12 |
Avg Bars in Losers | 17 | 24 | 8 | 17 | 24 | 8 |
Bars Traded | 5383 | 4313 | 1070 | 5383 | 4313 | 1070 |
Profit Streak | 83.8658 | 84.1991 | 0 | 83.8658 | 84.1991 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432312 | 35123 | -582102 | -479585 | -148656 | -582102 |
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{ "first_band": { "type": "wma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } } }
# | 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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