Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1839351.2635 | 30904.7644 | -1870256.0279 | 10934.2696 | -4163168.9436 | 4174103.2132 |
Total P&L (%) | -1839.3513 | 30.9048 | -1870.256 | 10.9343 | -4163.1689 | 4174.1032 |
Avg Daily Profit (%) | -0.937 | 0.0157 | -0.9528 | 0.0053 | 0 | 0.1915 |
Buy And Hold Return (%) | 1279.6364 | 1279.6364 | 1279.6364 | 1279.6364 | 1279.6364 | 1279.6364 |
Max Trade Drawdown | -1997758 | -133540 | -1982394 | -4337128 | -4259136 | -2404211 |
Profit Factor | 0.2577 | 1.111 | 0.1497 | 1.0011 | 0.1528 | 1.7649 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 55 | 26 | 29 | 49 | 22 | 27 |
Losing Trades | 37 | 20 | 17 | 43 | 24 | 19 |
Profitability (%) | 59.7826 | 56.5217 | 63.0435 | 53.2609 | 47.8261 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.1734 | 0.8546 | 0.0877 | 0.8785 | 0.1667 | 1.242 |
Largest Winning Trade | 49308 | 40541 | 49308 | 8431111 | 387956 | 8431111 |
Largest Losing Trade | -1608967 | -61181 | -1608967 | -1525290 | -1525290 | -1484225 |
Avg Bars in Trades | 124 | 127 | 122 | 124 | 127 | 122 |
Avg Bars in Winners | 58 | 61 | 56 | 67 | 67 | 66 |
Avg Bars in Losers | 223 | 213 | 235 | 190 | 182 | 201 |
Bars Traded | 11490 | 5859 | 5631 | 11490 | 5859 | 5631 |
Profit Streak | 402.3208 | 0 | 557.4875 | 402.3208 | 0 | 557.4875 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578678 | -436763 | -577662 | -571316 | -581549 | 355469 |
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{ "first_band": { "type": "kcb", "factors": { "length": 60, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 60, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 150, "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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