Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696798.5904 | 628348.5855 | 68450.0049 | 806216.6853 | 50681.126 | 755535.5594 |
Total P&L (%) | 696.7986 | 628.3486 | 68.45 | 806.2167 | 50.6811 | 755.5356 |
Avg Daily Profit (%) | 0.3772 | 0.3402 | 0.0371 | 0.1194 | 0.0222 | 0.1163 |
Buy And Hold Return (%) | 46.8477 | 46.8477 | 46.8477 | 46.8477 | 46.8477 | 46.8477 |
Max Trade Drawdown | -150242 | -111681 | -63555 | -1792176 | -1536206 | -614566 |
Profit Factor | 2.1465 | 2.8764 | 1.2508 | 1.1323 | 1.0147 | 1.2861 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 36 | 34 | 38 | 36 | 34 | 38 |
Ratio Avg Win / Avg Loss | 3.8161 | 5.5836 | 2.0409 | 2.0129 | 1.9697 | 2.0983 |
Largest Winning Trade | 292322 | 292322 | 61130 | 836752 | 718594 | 836752 |
Largest Losing Trade | -25846 | -20827 | -25846 | -394403 | -394403 | -249265 |
Avg Bars in Trades | 214 | 228 | 200 | 214 | 228 | 200 |
Avg Bars in Winners | 362 | 415 | 316 | 362 | 415 | 316 |
Avg Bars in Losers | 130 | 132 | 129 | 130 | 132 | 129 |
Bars Traded | 21439 | 11417 | 10022 | 21439 | 11417 | 10022 |
Profit Streak | 33.3081 | 0 | 45.6415 | 33.3081 | 0 | 45.6415 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323949 | -171550 | -348985 | -111737 | -693081 | -220403 |
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 143 } }, "second_band": { "type": "kcu", "factors": { "length": 144, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 143 } }, "second_band": { "type": "kcu", "factors": { "length": 144, "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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