Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54850.2915 | 48924.3628 | 5925.9287 | 39939.2233 | 44445.6638 | -4506.4405 |
Total P&L (%) | 54.8503 | 48.9244 | 5.9259 | 39.9392 | 44.4457 | -4.5064 |
Avg Daily Profit (%) | 0.2106 | 0.1879 | 0.0228 | 0.1291 | 0.1413 | -0.0177 |
Buy And Hold Return (%) | 10.6576 | 10.6576 | 10.6576 | 10.6576 | 10.6576 | 10.6576 |
Max Trade Drawdown | -33161 | -37159 | -33339 | -33326 | -37075 | -30753 |
Profit Factor | 1.2722 | 1.5654 | 1.0516 | 1.207 | 1.5572 | 0.9602 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 64.5161 | 60.8696 | 68.0851 | 64.5161 | 60.8696 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.6997 | 1.0063 | 0.4929 | 0.6639 | 1.001 | 0.4501 |
Largest Winning Trade | 12649 | 12649 | 8886 | 12623 | 12623 | 7494 |
Largest Losing Trade | -27354 | -16637 | -27354 | -27354 | -15579 | -27354 |
Avg Bars in Trades | 256 | 255 | 256 | 256 | 255 | 256 |
Avg Bars in Winners | 167 | 169 | 166 | 167 | 169 | 166 |
Avg Bars in Losers | 416 | 388 | 450 | 416 | 388 | 450 |
Bars Traded | 23819 | 11750 | 12068 | 23819 | 11750 | 12068 |
Profit Streak | 10.4463 | 39.4359 | 10.4463 | 10.4463 | 39.4359 | 10.4463 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246045 | 330481 | -492049 | -23133 | -3158 | -579094 |
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{ "first_band": { "type": "wma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 5 } } }
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# | 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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