Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686948.5473 | 544201.4864 | 142747.061 | 1127597.8352 | -192599.7275 | 1320197.5628 |
Total P&L (%) | 686.9485 | 544.2015 | 142.7471 | 1127.5978 | -192.5997 | 1320.1976 |
Avg Daily Profit (%) | 0.3536 | 0.2801 | 0.0735 | 0.1292 | 0 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131717 | -66560 | -97086 | -1062633 | -961692 | -518031 |
Profit Factor | 2.5573 | 3.41 | 1.663 | 1.3166 | 0.9058 | 1.871 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.5056 | 7.5777 | 2.3559 | 2.3198 | 2.013 | 2.6506 |
Largest Winning Trade | 411188 | 411188 | 64024 | 586626 | 423317 | 586626 |
Largest Losing Trade | -31929 | -25273 | -31929 | -384712 | -384712 | -335385 |
Avg Bars in Trades | 125 | 90 | 160 | 125 | 90 | 160 |
Avg Bars in Winners | 251 | 183 | 302 | 251 | 183 | 302 |
Avg Bars in Losers | 53 | 48 | 59 | 53 | 48 | 59 |
Bars Traded | 7267 | 2625 | 4642 | 7267 | 2625 | 4642 |
Profit Streak | 36.9132 | 38.1632 | 0 | 36.9132 | 38.1632 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170371 | 300913 | -95094 | -203477 | -584885 | -10016 |
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{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 33, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 33, "offset": 0, "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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