Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498125.8405 | 449489.4094 | 48636.4311 | 863037.4609 | 593454.5814 | 269582.8795 |
Total P&L (%) | 498.1258 | 449.4894 | 48.6364 | 863.0375 | 593.4546 | 269.5829 |
Avg Daily Profit (%) | 0.9564 | 0.863 | 0.0934 | 0.4358 | 0.3725 | 0.2513 |
Buy And Hold Return (%) | 275.3259 | 275.3259 | 275.3259 | 275.3259 | 275.3259 | 275.3259 |
Max Trade Drawdown | -61413 | -50435 | -20557 | -317604 | -260221 | -106507 |
Profit Factor | 3.9438 | 6.0763 | 1.6029 | 2.2793 | 2.6906 | 1.8331 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 39.4737 | 42.1053 | 36.8421 | 39.4737 | 42.1053 | 36.8421 |
Ratio Avg Win / Avg Loss | 6.0472 | 8.355 | 2.7479 | 3.495 | 3.6996 | 3.1425 |
Largest Winning Trade | 383845 | 383845 | 21841 | 376602 | 376602 | 128584 |
Largest Losing Trade | -19298 | -19298 | -9323 | -106045 | -106045 | -59814 |
Avg Bars in Trades | 316 | 169 | 464 | 316 | 169 | 464 |
Avg Bars in Winners | 516 | 269 | 798 | 516 | 269 | 798 |
Avg Bars in Losers | 186 | 96 | 269 | 186 | 96 | 269 |
Bars Traded | 24080 | 6431 | 17649 | 24080 | 6431 | 17649 |
Profit Streak | 0 | 113.1221 | 0 | 0 | 113.1221 | 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 | -46695 | 351262 | -236712 | -47038 | 236020 | -159912 |
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{ "first_band": { "type": "wma", "factors": { "length": 130, "offset": 213 } }, "second_band": { "type": "kcl", "factors": { "length": 87, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 130, "offset": 213 } }, "second_band": { "type": "kcl", "factors": { "length": 87, "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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