Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108068.3222 | 80957.912 | 27110.4101 | 122825.9665 | 85083.1625 | 37742.804 |
Total P&L (%) | 108.0683 | 80.9579 | 27.1104 | 122.826 | 85.0832 | 37.7428 |
Avg Daily Profit (%) | 0.2075 | 0.1554 | 0.0521 | 0.154 | 0.1183 | 0.0615 |
Buy And Hold Return (%) | 14.9724 | 14.9724 | 14.9724 | 14.9724 | 14.9724 | 14.9724 |
Max Trade Drawdown | -60974 | -51022 | -15964 | -67341 | -64686 | -15089 |
Profit Factor | 1.5075 | 1.5928 | 1.3549 | 1.5562 | 1.603 | 1.4734 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 69.2308 | 75.8621 | 62.7119 | 69.2308 | 75.8621 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.67 | 0.5068 | 0.8056 | 0.6916 | 0.5101 | 0.876 |
Largest Winning Trade | 24094 | 24094 | 8951 | 19927 | 19927 | 9994 |
Largest Losing Trade | -26570 | -26570 | -11250 | -30804 | -30804 | -12798 |
Avg Bars in Trades | 206 | 295 | 118 | 206 | 295 | 118 |
Avg Bars in Winners | 119 | 163 | 67 | 119 | 163 | 67 |
Avg Bars in Losers | 402 | 713 | 204 | 402 | 713 | 204 |
Bars Traded | 24166 | 17159 | 7007 | 24166 | 17159 | 7007 |
Profit Streak | 20.6262 | 25.5637 | 20.6262 | 20.6262 | 25.5637 | 20.6262 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403570 | -169422 | -306934 | 397818 | -211538 | -288998 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 2 } } }
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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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