Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113358.0583 | 1178872.0925 | -65514.0342 | 103365.9592 | 440551.0374 | -337185.0782 |
Total P&L (%) | 1113.3581 | 1178.8721 | -65.514 | 103.366 | 440.551 | -337.1851 |
Avg Daily Profit (%) | 0.6124 | 0.6484 | -0.036 | 0.0391 | 0.0929 | 0 |
Buy And Hold Return (%) | 553.753 | 553.753 | 553.753 | 553.753 | 553.753 | 553.753 |
Max Trade Drawdown | -155219 | -155376 | -66051 | -1100287 | -970553 | -430530 |
Profit Factor | 2.5549 | 3.3363 | 0.6902 | 1.033 | 1.194 | 0.6065 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 39.5349 | 47.7273 | 43.6782 | 39.5349 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.2945 | 5.1026 | 0.7559 | 1.3321 | 1.8261 | 0.6643 |
Largest Winning Trade | 674346 | 674346 | 18210 | 606739 | 606739 | 97675 |
Largest Losing Trade | -45875 | -45875 | -26106 | -342338 | -342338 | -174553 |
Avg Bars in Trades | 239 | 403 | 79 | 239 | 403 | 79 |
Avg Bars in Winners | 316 | 574 | 107 | 316 | 574 | 107 |
Avg Bars in Losers | 180 | 291 | 54 | 180 | 291 | 54 |
Bars Traded | 20865 | 17349 | 3516 | 20865 | 17349 | 3516 |
Profit Streak | 0 | 86.2698 | 0 | 0 | 86.2698 | 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 | 266005 | 315334 | -581603 | -492920 | -244288 | -581603 |
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 92 } }, "second_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 163, "offset": 92 } }, "second_band": { "type": "kcu", "factors": { "length": 219, "offset": 0, "scalar": 3 } } }
# | 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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