Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68734.7925 | 40931.4982 | 27803.2943 | 56167.1909 | 50878.4857 | 5288.7052 |
Total P&L (%) | 68.7348 | 40.9315 | 27.8033 | 56.1672 | 50.8785 | 5.2887 |
Avg Daily Profit (%) | 0.2639 | 0.1572 | 0.1068 | 0.1713 | 0.1581 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34745 | -10287 | -44877 | -51144 | -12983 | -65937 |
Profit Factor | 1.4602 | 2.4376 | 1.23 | 1.2857 | 2.4266 | 1.0329 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50.8475 | 56.6667 | 44.8276 | 50.8475 | 56.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.4115 | 1.864 | 1.5138 | 1.2429 | 1.8556 | 1.2712 |
Largest Winning Trade | 42471 | 21557 | 42471 | 33814 | 24104 | 33814 |
Largest Losing Trade | -14354 | -5814 | -14354 | -15662 | -7770 | -15662 |
Avg Bars in Trades | 414 | 88 | 752 | 414 | 88 | 752 |
Avg Bars in Winners | 596 | 110 | 1232 | 596 | 110 | 1232 |
Avg Bars in Losers | 226 | 60 | 362 | 226 | 60 | 362 |
Bars Traded | 24474 | 2657 | 21817 | 24474 | 2657 | 21817 |
Profit Streak | 3.5477 | 55.8498 | 0 | 3.5477 | 55.8498 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172276 | 385441 | -56456 | -174972 | 416076 | -520032 |
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{ "first_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 80, "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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