Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225028.9934 | 181527.0142 | 43501.9792 | 332261.7203 | 262395.0419 | 69866.6784 |
Total P&L (%) | 225.029 | 181.527 | 43.502 | 332.2617 | 262.395 | 69.8667 |
Avg Daily Profit (%) | 0.4321 | 0.3485 | 0.0835 | 0.2815 | 0.2475 | 0.1018 |
Buy And Hold Return (%) | 71.837 | 71.837 | 71.837 | 71.837 | 71.837 | 71.837 |
Max Trade Drawdown | -49092 | -16916 | -66083 | -122050 | -59158 | -110574 |
Profit Factor | 1.9709 | 3.2229 | 1.2898 | 1.6078 | 2.3178 | 1.2011 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 44.7368 | 40.5405 | 42.6667 | 44.7368 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.6483 | 3.9813 | 1.8917 | 2.1605 | 2.8632 | 1.7615 |
Largest Winning Trade | 123503 | 123503 | 28360 | 134303 | 134303 | 61982 |
Largest Losing Trade | -22971 | -12342 | -22971 | -55830 | -36221 | -55830 |
Avg Bars in Trades | 319 | 131 | 512 | 319 | 131 | 512 |
Avg Bars in Winners | 536 | 227 | 887 | 536 | 227 | 887 |
Avg Bars in Losers | 157 | 54 | 256 | 157 | 54 | 256 |
Bars Traded | 23959 | 5007 | 18953 | 23959 | 5007 | 18953 |
Profit Streak | 21.8401 | 21.8401 | 23.4235 | 21.8401 | 21.8401 | 23.4235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53296 | 340783 | -249782 | -53956 | 282843 | -225980 |
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{ "first_band": { "type": "kcu", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } } }
# | 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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