Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715245.9745 | 726186.9406 | -10940.966 | 465304.4637 | 1327096.5213 | -861792.0576 |
Total P&L (%) | 715.246 | 726.1869 | -10.941 | 465.3045 | 1327.0965 | -861.7921 |
Avg Daily Profit (%) | 0.3434 | 0.3487 | -0.0053 | 0.0832 | 0.1277 | 0 |
Buy And Hold Return (%) | 454.1463 | 454.1463 | 454.1463 | 454.1463 | 454.1463 | 454.1463 |
Max Trade Drawdown | -130667 | -126310 | -47908 | -2214269 | -2038503 | -1063384 |
Profit Factor | 2.7803 | 3.2574 | 0.8634 | 1.0826 | 1.3162 | 0.3991 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 66.2921 | 70.4545 | 62.2222 | 66.2921 | 70.4545 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.4137 | 1.366 | 0.5242 | 0.5505 | 0.552 | 0.2423 |
Largest Winning Trade | 537543 | 537543 | 7660 | 2181018 | 2181018 | 98804 |
Largest Losing Trade | -65622 | -65622 | -31887 | -1103939 | -1103939 | -824842 |
Avg Bars in Trades | 267 | 538 | 2 | 267 | 538 | 2 |
Avg Bars in Winners | 171 | 325 | 1 | 171 | 325 | 1 |
Avg Bars in Losers | 455 | 1047 | 3 | 455 | 1047 | 3 |
Bars Traded | 23796 | 23703 | 94 | 23796 | 23703 | 94 |
Profit Streak | 0 | 98.5774 | 0 | 0 | 98.5774 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229068 | 322889 | -578849 | -368666 | -22663 | -578849 |
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{ "first_band": { "type": "wma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 19, "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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