Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117549.7424 | 81027.3337 | 36522.4087 | 141416.5357 | 129996.1451 | 11420.3906 |
Total P&L (%) | 117.5497 | 81.0273 | 36.5224 | 141.4165 | 129.9961 | 11.4204 |
Avg Daily Profit (%) | 0.4514 | 0.3111 | 0.1402 | 0.339 | 0.3203 | 0.0415 |
Buy And Hold Return (%) | 17.5672 | 17.5672 | 17.5672 | 17.5672 | 17.5672 | 17.5672 |
Max Trade Drawdown | -34874 | -16473 | -36953 | -79871 | -29868 | -103475 |
Profit Factor | 1.5496 | 1.9898 | 1.2766 | 1.3565 | 1.9443 | 1.0441 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 68.3673 | 67.3469 | 69.3878 | 68.3673 | 67.3469 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.717 | 0.9648 | 0.5632 | 0.6277 | 0.9427 | 0.4606 |
Largest Winning Trade | 26716 | 11876 | 26716 | 28987 | 28987 | 27123 |
Largest Losing Trade | -27772 | -13015 | -27772 | -79752 | -29868 | -79752 |
Avg Bars in Trades | 249 | 246 | 252 | 249 | 246 | 252 |
Avg Bars in Winners | 168 | 172 | 164 | 168 | 172 | 164 |
Avg Bars in Losers | 423 | 399 | 449 | 423 | 399 | 449 |
Bars Traded | 24422 | 12068 | 12354 | 24422 | 12068 | 12354 |
Profit Streak | 3.6381 | 3.6381 | 16.6693 | 3.6381 | 3.6381 | 16.6693 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409438 | 298471 | -11207 | 339793 | 358541 | -474197 |
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 184, "offset": 0, "scalar": 5 } } }
# | 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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