Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133298.8862 | 124259.8803 | 9039.0059 | 91502.5462 | 76960.2846 | 14542.2615 |
Total P&L (%) | 133.2989 | 124.2599 | 9.039 | 91.5025 | 76.9603 | 14.5423 |
Avg Daily Profit (%) | 0.2559 | 0.2386 | 0.0174 | 0.1248 | 0.1096 | 0.0261 |
Buy And Hold Return (%) | 46.674 | 46.674 | 46.674 | 46.674 | 46.674 | 46.674 |
Max Trade Drawdown | -69661 | -69817 | -12632 | -168445 | -161526 | -18487 |
Profit Factor | 1.7106 | 1.7587 | 1.3795 | 1.2903 | 1.2756 | 1.4045 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 62.2951 | 60 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.0354 | 1.1725 | 0.7587 | 0.781 | 0.8504 | 0.7725 |
Largest Winning Trade | 109423 | 109423 | 4346 | 126742 | 126742 | 10020 |
Largest Losing Trade | -28389 | -28389 | -6445 | -54739 | -54739 | -9316 |
Avg Bars in Trades | 387 | 777 | 10 | 387 | 777 | 10 |
Avg Bars in Winners | 304 | 634 | 8 | 304 | 634 | 8 |
Avg Bars in Losers | 524 | 991 | 14 | 524 | 991 | 14 |
Bars Traded | 23634 | 23315 | 319 | 23634 | 23315 | 319 |
Profit Streak | 16.3103 | 28.6853 | 16.3103 | 16.3103 | 28.6853 | 16.3103 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156915 | 304220 | -334137 | -199070 | -55885 | -322639 |
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{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 48, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 59, "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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