Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3157370.4399 | 3005860.9006 | 151509.5393 | 5070122.4059 | 10208287.1208 | -5138164.7149 |
Total P&L (%) | 3157.3704 | 3005.8609 | 151.5095 | 5070.1224 | 10208.2871 | -5138.1647 |
Avg Daily Profit (%) | 1.3621 | 1.2967 | 0.0654 | 0.1704 | 0.2002 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175703 | -116600 | -79839 | -34234377 | -18496009 | -20873300 |
Profit Factor | 4.6592 | 7.3588 | 1.3883 | 1.0438 | 1.1678 | 0.9065 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 31.9444 | 26.3889 | 37.5 | 31.9444 | 26.3889 | 37.5 |
Ratio Avg Win / Avg Loss | 9.9261 | 20.5271 | 2.3139 | 2.2237 | 3.2576 | 1.5109 |
Largest Winning Trade | 2753966 | 2753966 | 81340 | 19158628 | 19158628 | 9514729 |
Largest Losing Trade | -30917 | -28565 | -30917 | -12182704 | -5471409 | -12182704 |
Avg Bars in Trades | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Winners | 70 | 64 | 74 | 70 | 64 | 74 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4498 | 1911 | 2587 | 4498 | 1911 | 2587 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524102 | -80748 | -188241 | -170106 | -129635 | -662319 |
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{ "first_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 6, "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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