Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90533.3141 | 78219.3612 | 12313.9528 | 136724.7314 | 123472.3186 | 13252.4129 |
Total P&L (%) | 90.5333 | 78.2194 | 12.314 | 136.7247 | 123.4723 | 13.2524 |
Avg Daily Profit (%) | 1.0429 | 0.901 | 0.1418 | 0.9976 | 0.9306 | 0.1435 |
Buy And Hold Return (%) | 73.9453 | 73.9453 | 73.9453 | 73.9453 | 73.9453 | 73.9453 |
Max Trade Drawdown | -17620 | -15778 | -6569 | -30301 | -27093 | -15383 |
Profit Factor | 3.782 | 5.2677 | 1.8663 | 3.3572 | 4.9091 | 1.5017 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 18 | 6 | 12 | 18 | 6 | 12 |
Profitability (%) | 73.1343 | 81.8182 | 64.7059 | 73.1343 | 81.8182 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.3893 | 1.1706 | 1.018 | 1.2333 | 1.0909 | 0.8191 |
Largest Winning Trade | 12252 | 12252 | 2957 | 19682 | 19682 | 3805 |
Largest Losing Trade | -15778 | -15778 | -3858 | -27093 | -27093 | -9205 |
Avg Bars in Trades | 349 | 644 | 62 | 349 | 644 | 62 |
Avg Bars in Winners | 259 | 432 | 46 | 259 | 432 | 46 |
Avg Bars in Losers | 593 | 1596 | 91 | 593 | 1596 | 91 |
Bars Traded | 23385 | 21271 | 2114 | 23385 | 21271 | 2114 |
Profit Streak | 0 | 13.8858 | 0 | 0 | 13.8858 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197183 | -124292 | -166522 | -109614 | 510304 | -167433 |
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{ "first_band": { "type": "wma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 192, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 192, "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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