Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219775.2032 | 172371.8801 | 47403.3232 | 370676.5994 | 287137.9281 | 83538.6713 |
Total P&L (%) | 219.7752 | 172.3719 | 47.4033 | 370.6766 | 287.1379 | 83.5387 |
Avg Daily Profit (%) | 0.422 | 0.331 | 0.091 | 0.2979 | 0.2602 | 0.1167 |
Buy And Hold Return (%) | 85.9273 | 85.9273 | 85.9273 | 85.9273 | 85.9273 | 85.9273 |
Max Trade Drawdown | -56300 | -21177 | -89480 | -103137 | -50246 | -120203 |
Profit Factor | 1.7698 | 2.8117 | 1.249 | 1.6092 | 2.3549 | 1.2107 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 45.2174 | 46.5517 | 43.8596 | 45.2174 | 46.5517 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.1442 | 3.2282 | 1.5988 | 1.9496 | 2.7038 | 1.5496 |
Largest Winning Trade | 86563 | 86563 | 31201 | 87253 | 87253 | 72442 |
Largest Losing Trade | -18449 | -8794 | -18449 | -35893 | -35893 | -31131 |
Avg Bars in Trades | 213 | 71 | 357 | 213 | 71 | 357 |
Avg Bars in Winners | 351 | 112 | 608 | 351 | 112 | 608 |
Avg Bars in Losers | 99 | 36 | 161 | 99 | 36 | 161 |
Bars Traded | 24555 | 4173 | 20382 | 24555 | 4173 | 20382 |
Profit Streak | 24.6789 | 24.6789 | 26.1372 | 24.6789 | 24.6789 | 26.1372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297839 | -174163 | -418817 | 304686 | -171607 | -384855 |
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{ "first_band": { "type": "kcu", "factors": { "length": 176, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 34, "offset": 0 } } }
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# | 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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