Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374568.23 | 423290.9926 | -48722.7626 | -71246.8946 | 350531.0514 | -421777.9459 |
Total P&L (%) | 374.5682 | 423.291 | -48.7228 | -71.2469 | 350.5311 | -421.7779 |
Avg Daily Profit (%) | 0.1896 | 0.2142 | -0.0247 | -0.0631 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313965 | -259807 | -77295 | -2221503 | -1517701 | -713425 |
Profit Factor | 1.3881 | 1.5429 | 0.7373 | 0.9827 | 1.1147 | 0.6008 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 59.3103 | 55.5556 | 63.0137 | 59.3103 | 55.5556 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.9523 | 1.2344 | 0.4328 | 0.6742 | 0.8918 | 0.3527 |
Largest Winning Trade | 166959 | 166959 | 12449 | 409414 | 409414 | 81207 |
Largest Losing Trade | -69397 | -69397 | -47171 | -1099675 | -1099675 | -660596 |
Avg Bars in Trades | 80 | 159 | 2 | 80 | 159 | 2 |
Avg Bars in Winners | 49 | 105 | 1 | 49 | 105 | 1 |
Avg Bars in Losers | 125 | 228 | 2 | 125 | 228 | 2 |
Bars Traded | 11667 | 11502 | 166 | 11667 | 11502 | 166 |
Profit Streak | 497.3984 | 497.5651 | 497.3984 | 497.3984 | 497.5651 | 497.3984 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325380 | -68564 | -649909 | -578227 | -265084 | -649909 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "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) |
---|