Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55689.9614 | 21940.7205 | 33749.241 | 69014.4802 | 25441.8729 | 43572.6073 |
Total P&L (%) | 55.69 | 21.9407 | 33.7492 | 69.0145 | 25.4419 | 43.5726 |
Avg Daily Profit (%) | 1.0693 | 0.4213 | 0.648 | 1.0128 | 0.4362 | 0.6969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12882 | -17559 | -6288 | -18232 | -24318 | -9533 |
Profit Factor | 1.7373 | 1.4771 | 2.1423 | 1.6283 | 1.3795 | 2.0182 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 65.3226 | 59.6774 | 70.9677 | 65.3226 | 59.6774 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.9223 | 0.9981 | 0.8764 | 0.8644 | 0.9321 | 0.8256 |
Largest Winning Trade | 6812 | 6812 | 3662 | 8839 | 8839 | 4635 |
Largest Losing Trade | -10384 | -10384 | -4868 | -14506 | -14506 | -6047 |
Avg Bars in Trades | 190 | 194 | 185 | 190 | 194 | 185 |
Avg Bars in Winners | 131 | 117 | 142 | 131 | 117 | 142 |
Avg Bars in Losers | 301 | 309 | 289 | 301 | 309 | 289 |
Bars Traded | 23567 | 12083 | 11484 | 23567 | 12083 | 11484 |
Profit Streak | 0 | 2.934 | 0 | 0 | 2.934 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460902 | -152776 | -142994 | 483542 | -151166 | -142220 |
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 152, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 152, "offset": 0, "scalar": 4 } } }
# | 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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