Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767859.9114 | 751955.0789 | 15904.8325 | 778312.513 | 1766885.1891 | -988572.6762 |
Total P&L (%) | 767.8599 | 751.9551 | 15.9048 | 778.3125 | 1766.8852 | -988.5727 |
Avg Daily Profit (%) | 0.3552 | 0.3478 | 0.0074 | 0.1006 | 0.1355 | 0 |
Buy And Hold Return (%) | 203.2746 | 203.2746 | 203.2746 | 203.2746 | 203.2746 | 203.2746 |
Max Trade Drawdown | -120991 | -121498 | -45631 | -2978255 | -2537942 | -1643206 |
Profit Factor | 2.2919 | 2.7946 | 1.0907 | 1.0732 | 1.2336 | 0.6786 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 56.8807 | 53.7037 | 60 | 56.8807 | 53.7037 | 60 |
Ratio Avg Win / Avg Loss | 1.7374 | 2.4091 | 0.7271 | 0.8135 | 1.0634 | 0.4524 |
Largest Winning Trade | 222830 | 222830 | 22268 | 1445821 | 1445821 | 327990 |
Largest Losing Trade | -77958 | -77958 | -37504 | -1754674 | -1754674 | -1394421 |
Avg Bars in Trades | 72 | 139 | 7 | 72 | 139 | 7 |
Avg Bars in Winners | 44 | 86 | 8 | 44 | 86 | 8 |
Avg Bars in Losers | 109 | 200 | 6 | 109 | 200 | 6 |
Bars Traded | 7939 | 7512 | 426 | 7939 | 7512 | 426 |
Profit Streak | 12.4745 | 0 | 66.2245 | 12.4745 | 0 | 66.2245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471801 | -167429 | -649104 | -200608 | -191640 | -758700 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 69, "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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