Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257937.9871 | 1369583.4378 | -111645.4506 | -27995.1929 | 440829.8004 | -468824.9934 |
Total P&L (%) | 1257.938 | 1369.5834 | -111.6455 | -27.9952 | 440.8298 | -468.825 |
Avg Daily Profit (%) | 0.6939 | 0.7555 | -0.0616 | -0.0181 | 0.0932 | 0 |
Buy And Hold Return (%) | 550.1635 | 550.1635 | 550.1635 | 550.1635 | 550.1635 | 550.1635 |
Max Trade Drawdown | -303491 | -224949 | -104417 | -1326846 | -938521 | -482393 |
Profit Factor | 2.3929 | 3.0431 | 0.5203 | 0.9884 | 1.2482 | 0.2742 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 36.8715 | 32.5843 | 41.1111 | 36.8715 | 32.5843 | 41.1111 |
Ratio Avg Win / Avg Loss | 4.097 | 6.296 | 0.7453 | 1.6923 | 2.5824 | 0.3928 |
Largest Winning Trade | 698935 | 698935 | 10371 | 1189760 | 1189760 | 27818 |
Largest Losing Trade | -39594 | -39594 | -22550 | -323053 | -323053 | -131191 |
Avg Bars in Trades | 39 | 71 | 7 | 39 | 71 | 7 |
Avg Bars in Winners | 60 | 127 | 8 | 60 | 127 | 8 |
Avg Bars in Losers | 26 | 44 | 6 | 26 | 44 | 6 |
Bars Traded | 7047 | 6388 | 659 | 7047 | 6388 | 659 |
Profit Streak | 0 | 81.7015 | 0 | 0 | 81.7015 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276151 | 318460 | -584270 | -582168 | -239621 | -584270 |
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{ "first_band": { "type": "wma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 9, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 9, "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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