Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374496.125 | 1297848.6609 | 76647.4641 | 5182303.7338 | 6765518.9857 | -1583215.2519 |
Total P&L (%) | 1374.4961 | 1297.8487 | 76.6475 | 5182.3037 | 6765.519 | -1583.2153 |
Avg Daily Profit (%) | 0.7544 | 0.7123 | 0.0421 | 0.218 | 0.2324 | 0 |
Buy And Hold Return (%) | 633.5304 | 633.5304 | 633.5304 | 633.5304 | 633.5304 | 633.5304 |
Max Trade Drawdown | -101709 | -81975 | -67633 | -13393636 | -7082683 | -7032035 |
Profit Factor | 3.5014 | 6.2005 | 1.2556 | 1.1645 | 1.5516 | 0.9177 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 42.1569 | 43.1373 | 41.1765 | 42.1569 | 43.1373 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.8043 | 8.1733 | 1.7937 | 1.5978 | 2.0453 | 1.311 |
Largest Winning Trade | 691002 | 691002 | 78326 | 8434399 | 8434399 | 3847361 |
Largest Losing Trade | -30326 | -30326 | -25727 | -3445684 | -2634407 | -3445684 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 77 | 70 | 84 | 77 | 70 | 84 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 5361 | 2442 | 2919 | 5361 | 2442 | 2919 |
Profit Streak | 0 | 94.8207 | 0 | 0 | 94.8207 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393665 | -166985 | -485056 | -33061 | -170318 | -762598 |
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{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 21, "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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