Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467101.7065 | 273620.0561 | 193481.6504 | 1200666.7617 | 852352.4378 | 348314.3239 |
Total P&L (%) | 467.1017 | 273.6201 | 193.4817 | 1200.6668 | 852.3524 | 348.3143 |
Avg Daily Profit (%) | 0.2783 | 0.163 | 0.1153 | 0.153 | 0.1344 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66819 | -134899 | -61186 | -1288945 | -522419 | -1098234 |
Profit Factor | 1.6281 | 1.7201 | 1.532 | 1.2942 | 1.45 | 1.1593 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 44.7514 | 42.2222 | 47.2527 | 44.7514 | 42.2222 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.01 | 2.3538 | 1.7102 | 1.5978 | 1.9842 | 1.2941 |
Largest Winning Trade | 82727 | 82727 | 50523 | 620033 | 620033 | 560255 |
Largest Losing Trade | -35834 | -25115 | -35834 | -246681 | -207517 | -246681 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 6552 | 3291 | 3262 | 6552 | 3291 | 3262 |
Profit Streak | 31.7042 | 0 | 33.9542 | 31.7042 | 0 | 33.9542 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389515 | 260158 | -37336 | 296732 | -14465 | -119713 |
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{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 34, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 34, "offset": 0, "scalar": 1 } } }
# | 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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