Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3037267.1396 | 2856059.0974 | 181208.0422 | 16964014.9374 | 15169385.2345 | 1794629.7029 |
Total P&L (%) | 3037.2671 | 2856.0591 | 181.208 | 16964.0149 | 15169.3852 | 1794.6297 |
Avg Daily Profit (%) | 1.3103 | 1.2321 | 0.0782 | 0.222 | 0.2172 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104426 | -79699 | -53908 | -39907932 | -26684872 | -23517965 |
Profit Factor | 5.2784 | 8.1289 | 1.5859 | 1.1267 | 1.2043 | 1.0301 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 98 | 54 | 44 | 98 | 54 | 44 |
Profitability (%) | 28.9855 | 21.7391 | 36.2319 | 28.9855 | 21.7391 | 36.2319 |
Ratio Avg Win / Avg Loss | 12.9322 | 29.2639 | 2.7912 | 2.7604 | 4.3355 | 1.8129 |
Largest Winning Trade | 2477134 | 2477134 | 81245 | 28726303 | 28726303 | 16468183 |
Largest Losing Trade | -22862 | -18898 | -22862 | -10900562 | -5599477 | -10900562 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 164 | 163 | 164 | 164 | 163 | 164 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 8635 | 3634 | 5001 | 8635 | 3634 | 5001 |
Profit Streak | 14.6298 | 0 | 16.1298 | 14.6298 | 0 | 16.1298 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371318 | -124075 | -192367 | -83128 | -137350 | -316140 |
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{ "first_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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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