Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89871.1589 | 35528.3983 | 54342.7606 | 124730.6569 | 38536.963 | 86193.6939 |
Total P&L (%) | 89.8712 | 35.5284 | 54.3428 | 124.7307 | 38.537 | 86.1937 |
Avg Daily Profit (%) | 0.1958 | 0.0774 | 0.1184 | 0.1765 | 0.071 | 0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20027 | -15176 | -20027 | -35220 | -35220 | -32190 |
Profit Factor | 1.9107 | 2.0474 | 1.8391 | 1.8346 | 1.647 | 1.959 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 80.597 | 80.597 | 80.597 | 80.597 | 80.597 | 80.597 |
Ratio Avg Win / Avg Loss | 0.46 | 0.4929 | 0.4427 | 0.4417 | 0.3965 | 0.4716 |
Largest Winning Trade | 9263 | 6901 | 9263 | 17344 | 9491 | 17344 |
Largest Losing Trade | -20027 | -15176 | -20027 | -35220 | -35220 | -32190 |
Avg Bars in Trades | 77 | 23 | 130 | 77 | 23 | 130 |
Avg Bars in Winners | 48 | 13 | 83 | 48 | 13 | 83 |
Avg Bars in Losers | 194 | 64 | 324 | 194 | 64 | 324 |
Bars Traded | 10320 | 1585 | 8735 | 10320 | 1585 | 8735 |
Profit Streak | 601.7754 | 601.7754 | 664.1921 | 601.7754 | 601.7754 | 664.1921 |
Trades During Streak | 7 | 3 | 12 | 7 | 3 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491369 | -203012 | -147339 | 480170 | -211997 | -123232 |
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{ "first_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 117, "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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