Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1999812.7653 | -88079.1182 | -1911733.6471 | -42661.8535 | 3216373.5368 | -3259035.3904 |
Total P&L (%) | -1999.8128 | -88.0791 | -1911.7336 | -42.6619 | 3216.3735 | -3259.0354 |
Avg Daily Profit (%) | -1.0643 | -0.0469 | -1.0174 | -0.0296 | 0.1865 | 0 |
Buy And Hold Return (%) | 518.5843 | 518.5843 | 518.5843 | 518.5843 | 518.5843 | 518.5843 |
Max Trade Drawdown | -2140912 | -170744 | -2011411 | -3858634 | -265047 | -3910637 |
Profit Factor | 0.2245 | 0.7368 | 0.1481 | 0.9938 | 6.9325 | 0.4838 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 21 | 30 | 43 | 27 | 16 |
Losing Trades | 30 | 19 | 11 | 38 | 13 | 25 |
Profitability (%) | 62.963 | 52.5 | 73.1707 | 53.0864 | 67.5 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.1321 | 0.6666 | 0.0543 | 0.8782 | 3.3379 | 0.7559 |
Largest Winning Trade | 28834 | 26028 | 28834 | 2172422 | 1679088 | 2172422 |
Largest Losing Trade | -1382326 | -60284 | -1382326 | -3315981 | -265047 | -3315981 |
Avg Bars in Trades | 67 | 75 | 59 | 67 | 75 | 59 |
Avg Bars in Winners | 30 | 32 | 29 | 79 | 85 | 68 |
Avg Bars in Losers | 128 | 122 | 140 | 53 | 53 | 53 |
Bars Traded | 5442 | 3013 | 2429 | 5442 | 3013 | 2429 |
Profit Streak | 66.4433 | 88.11 | 66.4433 | 66.4433 | 88.11 | 66.4433 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593553 | -579063 | -576355 | -595111 | 704803 | -583627 |
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{ "first_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 100, "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) |
---|