Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382203.8738 | 279228.5187 | 102975.3551 | 264166.7399 | -30176.9517 | 294343.6915 |
Total P&L (%) | 382.2039 | 279.2285 | 102.9754 | 264.1667 | -30.177 | 294.3437 |
Avg Daily Profit (%) | 0.1731 | 0.1265 | 0.0466 | 0.0586 | -0.0163 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108012 | -125485 | -66492 | -695112 | -757330 | -231320 |
Profit Factor | 1.5958 | 1.7586 | 1.3765 | 1.0981 | 0.9834 | 1.3384 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 73.0263 | 76.3158 | 69.7368 | 73.0263 | 76.3158 | 69.7368 |
Ratio Avg Win / Avg Loss | 0.5894 | 0.5458 | 0.5974 | 0.4056 | 0.3052 | 0.5808 |
Largest Winning Trade | 52036 | 52036 | 28820 | 169790 | 169790 | 102800 |
Largest Losing Trade | -63981 | -49366 | -63981 | -397518 | -397518 | -212186 |
Avg Bars in Trades | 27 | 43 | 10 | 27 | 43 | 10 |
Avg Bars in Winners | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Losers | 66 | 131 | 16 | 66 | 131 | 16 |
Bars Traded | 4136 | 3325 | 811 | 4136 | 3325 | 811 |
Profit Streak | 58.102 | 64.602 | 58.102 | 58.102 | 64.602 | 58.102 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472745 | -68430 | -177103 | -223506 | -625574 | -156641 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 158, "offset": 0 } } }
# | 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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