Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27696.919 | 25751.0352 | 1945.8838 | 30528.5854 | 26295.0089 | 4233.5765 |
Total P&L (%) | 27.6969 | 25.751 | 1.9459 | 30.5286 | 26.295 | 4.2336 |
Avg Daily Profit (%) | 1.5954 | 1.4834 | 0.1121 | 1.5465 | 1.3538 | 0.2391 |
Buy And Hold Return (%) | 11.7488 | 11.7488 | 11.7488 | 11.7488 | 11.7488 | 11.7488 |
Max Trade Drawdown | -6196 | -6687 | -11270 | -7504 | -8130 | -11503 |
Profit Factor | 1.6292 | 2.0493 | 1.0999 | 1.618 | 1.9138 | 1.2053 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Losing Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Profitability (%) | 54.3478 | 62.3188 | 46.3768 | 54.3478 | 62.3188 | 46.3768 |
Ratio Avg Win / Avg Loss | 1.3685 | 1.2391 | 1.2717 | 1.3591 | 1.1572 | 1.3936 |
Largest Winning Trade | 3708 | 3708 | 3611 | 4615 | 4615 | 4097 |
Largest Losing Trade | -4763 | -4763 | -2032 | -6502 | -6502 | -2235 |
Avg Bars in Trades | 164 | 264 | 65 | 164 | 264 | 65 |
Avg Bars in Winners | 124 | 184 | 42 | 124 | 184 | 42 |
Avg Bars in Losers | 213 | 396 | 84 | 213 | 396 | 84 |
Bars Traded | 22750 | 18256 | 4494 | 22750 | 18256 | 4494 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368089 | -91178 | -424764 | 393153 | -91521 | -263295 |
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{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "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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