Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2341552.9912 | 2451560.4327 | -110007.4415 | -35453.0582 | 370006.5999 | -405459.6581 |
Total P&L (%) | 2341.553 | 2451.5604 | -110.0074 | -35.4531 | 370.0066 | -405.4597 |
Avg Daily Profit (%) | 1.312 | 1.3737 | -0.0616 | -0.0245 | 0.0868 | 0 |
Buy And Hold Return (%) | 382.5155 | 382.5155 | 382.5155 | 382.5155 | 382.5155 | 382.5155 |
Max Trade Drawdown | -308626 | -281689 | -112548 | -5651710 | -5482004 | -715396 |
Profit Factor | 3.8544 | 5.441 | 0.59 | 0.9954 | 1.061 | 0.76 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 35.8696 | 28.2609 | 43.4783 | 35.8696 | 28.2609 | 43.4783 |
Ratio Avg Win / Avg Loss | 6.8912 | 13.8117 | 0.767 | 1.7797 | 2.6933 | 0.988 |
Largest Winning Trade | 2420849 | 2420849 | 23083 | 5489498 | 5489498 | 462669 |
Largest Losing Trade | -50024 | -50024 | -39512 | -1611627 | -1611627 | -499174 |
Avg Bars in Trades | 229 | 379 | 79 | 229 | 379 | 79 |
Avg Bars in Winners | 316 | 618 | 119 | 316 | 618 | 119 |
Avg Bars in Losers | 181 | 285 | 48 | 181 | 285 | 48 |
Bars Traded | 21122 | 17468 | 3654 | 21122 | 17468 | 3654 |
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 | 530273 | 216685 | -583240 | -583249 | -410615 | -583240 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 188, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 188, "offset": 0, "scalar": 2 } } }
# | 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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