Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1590185.0025 | 1502535.1821 | 87649.8204 | 56724597.921 | 94922436.5059 | -38197838.5849 |
Total P&L (%) | 1590.185 | 1502.5352 | 87.6498 | 56724.5979 | 94922.4365 | -38197.8386 |
Avg Daily Profit (%) | 0.6981 | 0.6596 | 0.0385 | 0.2788 | 0.3015 | 0 |
Buy And Hold Return (%) | 8175.9596 | 8175.9596 | 8175.9596 | 8175.9596 | 8175.9596 | 8175.9596 |
Max Trade Drawdown | -153017 | -123056 | -41442 | -81796551 | -34820741 | -46975810 |
Profit Factor | 5.3086 | 7.2176 | 1.6879 | 1.3856 | 2.3067 | 0.487 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 66.1017 | 65.5172 | 66.6667 | 66.1017 | 65.5172 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.7224 | 3.7987 | 0.844 | 0.7106 | 1.2141 | 0.2435 |
Largest Winning Trade | 583950 | 583950 | 38107 | 54531655 | 54531655 | 7823451 |
Largest Losing Trade | -52459 | -52459 | -41442 | -46975810 | -34820741 | -46975810 |
Avg Bars in Trades | 219 | 396 | 48 | 219 | 396 | 48 |
Avg Bars in Winners | 156 | 278 | 41 | 156 | 278 | 41 |
Avg Bars in Losers | 342 | 622 | 62 | 342 | 622 | 62 |
Bars Traded | 12962 | 11506 | 1456 | 12962 | 11506 | 1456 |
Profit Streak | 62.011 | 79.011 | 62.011 | 62.011 | 79.011 | 62.011 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321899 | -142769 | -304184 | -168827 | 529211 | -578105 |
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{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 214, "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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