Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364609.4122 | 251283.5457 | 113325.8665 | 1368160.6691 | 842867.2653 | 525293.4038 |
Total P&L (%) | 364.6094 | 251.2835 | 113.3259 | 1368.1607 | 842.8673 | 525.2934 |
Avg Daily Profit (%) | 0.2553 | 0.1759 | 0.0793 | 0.1883 | 0.1572 | 0.1284 |
Buy And Hold Return (%) | 45.7865 | 45.7865 | 45.7865 | 45.7865 | 45.7865 | 45.7865 |
Max Trade Drawdown | -62994 | -56680 | -51768 | -745019 | -694984 | -147224 |
Profit Factor | 2.4692 | 2.9814 | 1.9339 | 1.8272 | 1.9182 | 1.7137 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 66.3158 | 63.8298 | 68.75 | 66.3158 | 63.8298 | 68.75 |
Ratio Avg Win / Avg Loss | 1.2542 | 1.6895 | 0.8791 | 0.9281 | 1.087 | 0.7789 |
Largest Winning Trade | 77349 | 77349 | 30093 | 555990 | 555990 | 203612 |
Largest Losing Trade | -38107 | -38107 | -33993 | -385552 | -385552 | -121859 |
Avg Bars in Trades | 35 | 56 | 14 | 35 | 56 | 14 |
Avg Bars in Winners | 24 | 36 | 13 | 24 | 36 | 13 |
Avg Bars in Losers | 56 | 92 | 16 | 56 | 92 | 16 |
Bars Traded | 3343 | 2667 | 676 | 3343 | 2667 | 676 |
Profit Streak | 46.9688 | 47.6355 | 46.9688 | 46.9688 | 47.6355 | 46.9688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551618 | 523287 | -86487 | 441394 | 454945 | -17339 |
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 250, "offset": 73 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 250, "offset": 73 } } }
# | 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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