Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2080017.4573 | 2056459.9344 | 23557.5228 | 108919.9172 | -291.8358 | 109211.753 |
Total P&L (%) | 2080.0175 | 2056.4599 | 23.5575 | 108.9199 | -0.2918 | 109.2118 |
Avg Daily Profit (%) | 0.857 | 0.8473 | 0.0097 | 0.0304 | -0.0001 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193021 | -159173 | -40565 | -1932297 | -1531364 | -439087 |
Profit Factor | 5.8335 | 8.8724 | 1.1393 | 1.0358 | 0.9998 | 1.0936 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 34.4828 | 43.3333 | 38.9831 | 34.4828 | 43.3333 |
Ratio Avg Win / Avg Loss | 9.1308 | 16.8575 | 1.4899 | 1.6213 | 1.8997 | 1.4301 |
Largest Winning Trade | 2251318 | 2251318 | 39201 | 1577091 | 1577091 | 467788 |
Largest Losing Trade | -28161 | -28161 | -26294 | -382880 | -382880 | -326308 |
Avg Bars in Trades | 71 | 107 | 35 | 71 | 107 | 35 |
Avg Bars in Winners | 97 | 149 | 56 | 97 | 149 | 56 |
Avg Bars in Losers | 54 | 85 | 20 | 54 | 85 | 20 |
Bars Traded | 4206 | 3128 | 1078 | 4206 | 3128 | 1078 |
Profit Streak | 0 | 245.8964 | 0 | 0 | 245.8964 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162440 | 584487 | -254310 | -516367 | -583499 | -272448 |
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "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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