Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232469.4205 | 309578.4221 | -77109.0015 | -96768.7425 | 48193.5172 | -144962.2597 |
Total P&L (%) | 232.4694 | 309.5784 | -77.109 | -96.7687 | 48.1935 | -144.9623 |
Avg Daily Profit (%) | 0.1646 | 0.2192 | -0.0546 | -0.2428 | 0.0279 | 0 |
Buy And Hold Return (%) | 20.2238 | 20.2238 | 20.2238 | 20.2238 | 20.2238 | 20.2238 |
Max Trade Drawdown | -223243 | -96076 | -247459 | -532149 | -411413 | -202972 |
Profit Factor | 1.3653 | 2.2954 | 0.806 | 0.8913 | 1.0949 | 0.6206 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 28 | 29 | 49 | 24 | 25 |
Losing Trades | 22 | 11 | 11 | 30 | 15 | 15 |
Profitability (%) | 72.1519 | 71.7949 | 72.5 | 62.0253 | 61.5385 | 62.5 |
Ratio Avg Win / Avg Loss | 0.5269 | 0.9018 | 0.3057 | 0.5457 | 0.6843 | 0.3723 |
Largest Winning Trade | 56999 | 56999 | 40041 | 123944 | 123944 | 37921 |
Largest Losing Trade | -138443 | -72053 | -138443 | -378671 | -378671 | -197569 |
Avg Bars in Trades | 66 | 104 | 29 | 66 | 104 | 29 |
Avg Bars in Winners | 31 | 47 | 16 | 49 | 76 | 23 |
Avg Bars in Losers | 154 | 247 | 62 | 93 | 148 | 39 |
Bars Traded | 5229 | 4059 | 1170 | 5229 | 4059 | 1170 |
Profit Streak | 492.076 | 0 | 559.576 | 492.076 | 0 | 654.826 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21409 | 440059 | -576596 | -609634 | -276283 | -577519 |
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 58, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 58, "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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