Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283808.6678 | 215328.3902 | 68480.2776 | 484588.0067 | 204522.6813 | 280065.3254 |
Total P&L (%) | 283.8087 | 215.3284 | 68.4803 | 484.588 | 204.5227 | 280.0653 |
Avg Daily Profit (%) | 0.2725 | 0.2067 | 0.0657 | 0.1697 | 0.107 | 0.1283 |
Buy And Hold Return (%) | 34.3551 | 34.3551 | 34.3551 | 34.3551 | 34.3551 | 34.3551 |
Max Trade Drawdown | -80328 | -84812 | -16282 | -858329 | -910000 | -111093 |
Profit Factor | 1.7704 | 1.7015 | 2.114 | 1.2074 | 1.1005 | 1.9278 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 64.4295 | 62.1622 | 66.6667 | 64.4295 | 62.1622 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9774 | 1.0357 | 1.057 | 0.6666 | 0.6699 | 0.9639 |
Largest Winning Trade | 57698 | 57698 | 10525 | 224389 | 224389 | 65622 |
Largest Losing Trade | -52326 | -52326 | -7667 | -634152 | -634152 | -44117 |
Avg Bars in Trades | 161 | 287 | 37 | 161 | 287 | 37 |
Avg Bars in Winners | 107 | 191 | 30 | 107 | 191 | 30 |
Avg Bars in Losers | 260 | 446 | 52 | 260 | 446 | 52 |
Bars Traded | 24133 | 21295 | 2838 | 24133 | 21295 | 2838 |
Profit Streak | 6.35 | 0 | 58.3917 | 6.35 | 0 | 58.3917 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423953 | -53300 | -162299 | 294120 | -225102 | -74035 |
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{ "first_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 150, "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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