Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69869.3708 | 5419.1404 | 64450.2304 | 68840.7956 | 4092.0072 | 64748.7884 |
Total P&L (%) | 69.8694 | 5.4191 | 64.4502 | 68.8408 | 4.092 | 64.7488 |
Avg Daily Profit (%) | 0.2683 | 0.0208 | 0.2475 | 0.2013 | 0.0154 | 0.1919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50632 | -11570 | -42404 | -109607 | -20330 | -93469 |
Profit Factor | 1.5639 | 1.137 | 1.7639 | 1.3023 | 1.0651 | 1.3927 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 67.2131 | 58.0645 | 76.6667 | 67.2131 | 58.0645 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.7629 | 0.8212 | 0.5368 | 0.6353 | 0.7693 | 0.4239 |
Largest Winning Trade | 14893 | 10221 | 14893 | 20322 | 10221 | 20322 |
Largest Losing Trade | -28965 | -10081 | -28965 | -69014 | -12813 | -69014 |
Avg Bars in Trades | 391 | 67 | 727 | 391 | 67 | 727 |
Avg Bars in Winners | 301 | 29 | 514 | 301 | 29 | 514 |
Avg Bars in Losers | 575 | 119 | 1424 | 575 | 119 | 1424 |
Bars Traded | 23894 | 2079 | 21815 | 23894 | 2079 | 21815 |
Profit Streak | 8.2579 | 8.2579 | 47.8308 | 8.2579 | 8.2579 | 47.8308 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155810 | -401997 | 419582 | -158050 | -488297 | 346195 |
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 185, "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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