Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285188.7791 | 333994.7475 | -48805.9684 | -319355.4773 | -56301.9529 | -263053.5244 |
Total P&L (%) | 285.1888 | 333.9947 | -48.806 | -319.3555 | -56.302 | -263.0535 |
Avg Daily Profit (%) | 0.1544 | 0.1808 | -0.0264 | 0 | -0.0448 | 0 |
Buy And Hold Return (%) | 110.4591 | 110.4591 | 110.4591 | 110.4591 | 110.4591 | 110.4591 |
Max Trade Drawdown | -165924 | -91346 | -185549 | -1032519 | -524555 | -826043 |
Profit Factor | 1.2887 | 1.6902 | 0.9031 | 0.9156 | 0.9743 | 0.835 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 234 | 119 | 115 | 74 | 37 | 37 |
Losing Trades | 63 | 29 | 34 | 223 | 111 | 112 |
Profitability (%) | 78.7879 | 80.4054 | 77.1812 | 24.9158 | 25 | 24.8322 |
Ratio Avg Win / Avg Loss | 0.347 | 0.4119 | 0.267 | 2.7592 | 2.9229 | 2.5274 |
Largest Winning Trade | 59235 | 59235 | 17209 | 348577 | 251060 | 348577 |
Largest Losing Trade | -135075 | -57983 | -135075 | -292864 | -292864 | -222564 |
Avg Bars in Trades | 71 | 101 | 41 | 71 | 101 | 41 |
Avg Bars in Winners | 28 | 38 | 18 | 190 | 285 | 95 |
Avg Bars in Losers | 229 | 360 | 118 | 32 | 40 | 23 |
Bars Traded | 21256 | 15074 | 6182 | 21256 | 15074 | 6182 |
Profit Streak | 26.3192 | 0 | 55.0692 | 0 | 47.0692 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285237 | 318068 | -576153 | -606632 | -607418 | -608714 |
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
# | 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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