Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981555.3843 | 922227.5214 | 59327.8629 | 952495.3648 | 94093.7159 | 858401.6489 |
Total P&L (%) | 981.5554 | 922.2275 | 59.3279 | 952.4954 | 94.0937 | 858.4016 |
Avg Daily Profit (%) | 0.4713 | 0.4428 | 0.0285 | 0.1131 | 0.0319 | 0.1086 |
Buy And Hold Return (%) | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 |
Max Trade Drawdown | -149326 | -89166 | -247539 | -2119279 | -1913432 | -895940 |
Profit Factor | 1.5854 | 2.1499 | 1.0678 | 1.0801 | 1.0151 | 1.1511 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 156 | 71 | 85 | 156 | 71 | 85 |
Losing Trades | 334 | 174 | 160 | 334 | 174 | 160 |
Profitability (%) | 31.8367 | 28.9796 | 34.6939 | 31.8367 | 28.9796 | 34.6939 |
Ratio Avg Win / Avg Loss | 3.3944 | 5.2687 | 2.01 | 2.3124 | 2.4878 | 2.1668 |
Largest Winning Trade | 499787 | 499787 | 44947 | 1385275 | 1385275 | 566100 |
Largest Losing Trade | -24431 | -21089 | -24431 | -543860 | -543860 | -212321 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 24830 | 11753 | 13077 | 24830 | 11753 | 13077 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316547 | 95545 | -470634 | -177455 | -506046 | -106039 |
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{ "first_band": { "type": "kcb", "factors": { "length": 84, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 11, "offset": 0 } } }
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# | 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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