Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125222.4027 | 60054.7919 | 65167.6108 | 160397.6565 | 101007.3104 | 59390.346 |
Total P&L (%) | 125.2224 | 60.0548 | 65.1676 | 160.3977 | 101.0073 | 59.3903 |
Avg Daily Profit (%) | 0.4808 | 0.2306 | 0.2502 | 0.3682 | 0.2685 | 0.1792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55625 | -55650 | -39539 | -50172 | -48540 | -32041 |
Profit Factor | 1.4257 | 1.423 | 1.4282 | 1.533 | 1.7364 | 1.3626 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 44.2424 | 42.1687 | 46.3415 | 44.2424 | 42.1687 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.7968 | 1.9516 | 1.6537 | 1.932 | 2.3814 | 1.5777 |
Largest Winning Trade | 22745 | 22745 | 20062 | 30354 | 30354 | 19567 |
Largest Losing Trade | -15276 | -9176 | -15276 | -19786 | -8286 | -19786 |
Avg Bars in Trades | 148 | 156 | 140 | 148 | 156 | 140 |
Avg Bars in Winners | 212 | 217 | 207 | 212 | 217 | 207 |
Avg Bars in Losers | 97 | 111 | 82 | 97 | 111 | 82 |
Bars Traded | 24492 | 12957 | 11534 | 24492 | 12957 | 11534 |
Profit Streak | 9.3063 | 13.8688 | 9.3063 | 9.3063 | 13.8688 | 9.3063 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387421 | 212060 | 111482 | 376353 | 295983 | 61323 |
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{ "first_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
# | 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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