Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75534.1144 | 38390.3301 | 37143.7844 | 88016.7597 | 32588.3437 | 55428.416 |
Total P&L (%) | 75.5341 | 38.3903 | 37.1438 | 88.0168 | 32.5883 | 55.4284 |
Avg Daily Profit (%) | 0.1645 | 0.0836 | 0.0809 | 0.1376 | 0.0615 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27142 | -26548 | -21064 | -62232 | -60350 | -26372 |
Profit Factor | 1.3617 | 1.3727 | 1.3509 | 1.2979 | 1.2059 | 1.404 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 284 | 143 | 141 | 284 | 143 | 141 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 74.5407 | 75.2632 | 73.822 | 74.5407 | 75.2632 | 73.822 |
Ratio Avg Win / Avg Loss | 0.4651 | 0.4512 | 0.479 | 0.4433 | 0.3963 | 0.4979 |
Largest Winning Trade | 5368 | 4721 | 5368 | 6902 | 5667 | 6902 |
Largest Losing Trade | -26548 | -26548 | -20498 | -60350 | -60350 | -26372 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 68 | 63 | 74 | 68 | 63 | 74 |
Bars Traded | 10914 | 5105 | 5809 | 10914 | 5105 | 5809 |
Profit Streak | 593.8946 | 0 | 597.5196 | 593.8946 | 0 | 597.5196 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409721 | -81306 | -84574 | -5636 | -112667 | -62476 |
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{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 2 } } }
# | 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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