Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141479.8838 | 18922.5419 | 122557.3419 | 261166.3417 | 40400.445 | 220765.8967 |
Total P&L (%) | 141.4799 | 18.9225 | 122.5573 | 261.1663 | 40.4004 | 220.7659 |
Avg Daily Profit (%) | 0.4493 | 0.0601 | 0.3892 | 0.4086 | 0.1078 | 0.3708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17671 | -19995 | -16876 | -41625 | -39799 | -41625 |
Profit Factor | 1.8937 | 1.2178 | 2.7156 | 1.7924 | 1.2378 | 2.3822 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 78.6667 | 72 | 85.3333 | 78.6667 | 72 | 85.3333 |
Ratio Avg Win / Avg Loss | 0.5135 | 0.4736 | 0.4667 | 0.4861 | 0.4814 | 0.4094 |
Largest Winning Trade | 9004 | 8216 | 9004 | 16222 | 15291 | 16222 |
Largest Losing Trade | -16876 | -16290 | -16876 | -41625 | -29454 | -41625 |
Avg Bars in Trades | 97 | 53 | 142 | 97 | 53 | 142 |
Avg Bars in Winners | 64 | 28 | 93 | 64 | 28 | 93 |
Avg Bars in Losers | 221 | 116 | 423 | 221 | 116 | 423 |
Bars Traded | 14654 | 3986 | 10667 | 14654 | 3986 | 10667 |
Profit Streak | 3.294 | 14.6273 | 3.294 | 3.294 | 14.6273 | 3.294 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509268 | -175877 | -42269 | 489727 | -106700 | -43070 |
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 213, "offset": 179, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 213, "offset": 179, "scalar": 3 } } }
# | 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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