Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100799.6817 | 36000.6867 | 64798.995 | 128253.9444 | 62341.0393 | 65912.9051 |
Total P&L (%) | 100.7997 | 36.0007 | 64.799 | 128.2539 | 62.341 | 65.9129 |
Avg Daily Profit (%) | 0.3871 | 0.1382 | 0.2488 | 0.3174 | 0.1862 | 0.1946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33108 | -19330 | -33108 | -62200 | -23887 | -62200 |
Profit Factor | 1.8869 | 1.7075 | 2.0324 | 1.7369 | 1.9103 | 1.6245 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 71.875 | 65.625 | 78.125 | 71.875 | 65.625 | 78.125 |
Ratio Avg Win / Avg Loss | 0.7384 | 0.8944 | 0.5691 | 0.6797 | 1.0007 | 0.4548 |
Largest Winning Trade | 20549 | 10869 | 20549 | 23716 | 17292 | 23716 |
Largest Losing Trade | -33108 | -18631 | -33108 | -62200 | -23314 | -62200 |
Avg Bars in Trades | 373 | 391 | 355 | 373 | 391 | 355 |
Avg Bars in Winners | 264 | 273 | 256 | 264 | 273 | 256 |
Avg Bars in Losers | 652 | 616 | 708 | 652 | 616 | 708 |
Bars Traded | 23896 | 12533 | 11363 | 23896 | 12533 | 11363 |
Profit Streak | 34.4952 | 41.5056 | 34.4952 | 34.4952 | 41.5056 | 34.4952 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130321 | -8410 | 451063 | -131206 | 421318 | 408711 |
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 5 } } }
# | 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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