Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2157782.3219 | 2220857.3461 | -63075.0242 | -43502.8755 | 18020.451 | -61523.3265 |
Total P&L (%) | 2157.7823 | 2220.8573 | -63.075 | -43.5029 | 18.0205 | -61.5233 |
Avg Daily Profit (%) | 1.0362 | 1.0664 | -0.0303 | -0.0274 | 0.008 | -0.0459 |
Buy And Hold Return (%) | 126.25 | 126.25 | 126.25 | 126.25 | 126.25 | 126.25 |
Max Trade Drawdown | -237036 | -164060 | -93727 | -1956646 | -1711556 | -247092 |
Profit Factor | 3.9125 | 5.1082 | 0.6851 | 0.9832 | 1.0084 | 0.8614 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 43.5294 | 38.0952 | 48.8372 | 43.5294 | 38.0952 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.0756 | 8.3008 | 0.7177 | 1.2755 | 1.6387 | 0.9024 |
Largest Winning Trade | 2140847 | 2140847 | 22302 | 1713704 | 1713704 | 199211 |
Largest Losing Trade | -60984 | -60984 | -47089 | -684640 | -684640 | -177825 |
Avg Bars in Trades | 280 | 512 | 52 | 280 | 512 | 52 |
Avg Bars in Winners | 390 | 843 | 44 | 390 | 843 | 44 |
Avg Bars in Losers | 195 | 309 | 60 | 195 | 309 | 60 |
Bars Traded | 23807 | 21540 | 2267 | 23807 | 21540 | 2267 |
Profit Streak | 102.4039 | 102.4039 | 114.2372 | 102.4039 | 102.4039 | 114.2372 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705273 | 649469 | -579790 | -579888 | -561378 | -579790 |
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{ "first_band": { "type": "kcl", "factors": { "length": 154, "offset": 20, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 154, "offset": 20, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 67, "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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