Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41890.4445 | 36999.025 | 4891.4195 | 48724.0715 | 42761.9162 | 5962.1553 |
Total P&L (%) | 41.8904 | 36.999 | 4.8914 | 48.7241 | 42.7619 | 5.9622 |
Avg Daily Profit (%) | 0.8043 | 0.7104 | 0.0939 | 0.7651 | 0.6859 | 0.1113 |
Buy And Hold Return (%) | 18.9343 | 18.9343 | 18.9343 | 18.9343 | 18.9343 | 18.9343 |
Max Trade Drawdown | -13366 | -13033 | -4496 | -16058 | -15633 | -5131 |
Profit Factor | 1.8992 | 2.1649 | 1.3299 | 1.8788 | 2.1223 | 1.3438 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 72 | 75.6757 | 68.4211 | 72 | 75.6757 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.7386 | 0.6959 | 0.6138 | 0.7306 | 0.6822 | 0.6202 |
Largest Winning Trade | 5278 | 5278 | 2507 | 6290 | 6290 | 2748 |
Largest Losing Trade | -6841 | -6841 | -4151 | -8123 | -8123 | -4750 |
Avg Bars in Trades | 283 | 521 | 52 | 283 | 521 | 52 |
Avg Bars in Winners | 191 | 335 | 37 | 191 | 335 | 37 |
Avg Bars in Losers | 520 | 1100 | 86 | 520 | 1100 | 86 |
Bars Traded | 21298 | 19290 | 2008 | 21298 | 19290 | 2008 |
Profit Streak | 2.0634 | 0 | 6.428 | 2.0634 | 0 | 6.428 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54113 | 266624 | -233165 | -52472 | 329173 | -209961 |
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "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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