Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341153.189 | 1283040.494 | 58112.6951 | 3445845.9756 | 3850510.7238 | -404664.7482 |
Total P&L (%) | 1341.1532 | 1283.0405 | 58.1127 | 3445.846 | 3850.5107 | -404.6647 |
Avg Daily Profit (%) | 0.612 | 0.5855 | 0.0265 | 0.163 | 0.1679 | 0 |
Buy And Hold Return (%) | 510.7286 | 510.7286 | 510.7286 | 510.7286 | 510.7286 | 510.7286 |
Max Trade Drawdown | -125024 | -80620 | -85325 | -1711801 | -760879 | -1224087 |
Profit Factor | 3.1218 | 5.2316 | 1.1767 | 1.5039 | 2.1078 | 0.8797 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.022 | 10.4632 | 1.5388 | 2.4192 | 4.2156 | 1.1503 |
Largest Winning Trade | 705600 | 705600 | 63707 | 2530041 | 2530041 | 546753 |
Largest Losing Trade | -34241 | -34136 | -34241 | -550971 | -361192 | -550971 |
Avg Bars in Trades | 107 | 92 | 121 | 107 | 92 | 121 |
Avg Bars in Winners | 217 | 190 | 237 | 217 | 190 | 237 |
Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
Bars Traded | 12876 | 5560 | 7316 | 12876 | 5560 | 7316 |
Profit Streak | 0 | 0 | 36.4849 | 0 | 0 | 36.4849 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355028 | -160187 | -519502 | 207885 | -164167 | -750340 |
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{ "first_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 230, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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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