Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2697872.2485 | 31153.447 | -2729025.6955 | -16075962.1851 | -50247385.8848 | 34171423.6997 |
Total P&L (%) | -2697.8722 | 31.1534 | -2729.0257 | -16075.9622 | -50247.3859 | 34171.4237 |
Avg Daily Profit (%) | -1.4511 | 0.0168 | -1.4678 | 0 | 0 | 0.3144 |
Buy And Hold Return (%) | 5965.1973 | 5965.1973 | 5965.1973 | 5965.1973 | 5965.1973 | 5965.1973 |
Max Trade Drawdown | -2834823 | -118526 | -2802787 | -96486225 | -62655879 | -61129231 |
Profit Factor | 0.1839 | 1.1465 | 0.1178 | 0.9109 | 0.3788 | 1.3433 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 59 | 30 | 29 | 48 | 22 | 26 |
Losing Trades | 36 | 18 | 18 | 47 | 26 | 21 |
Profitability (%) | 62.1053 | 62.5 | 61.7021 | 50.5263 | 45.8333 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.1122 | 0.6879 | 0.0731 | 0.8919 | 0.4477 | 1.0849 |
Largest Winning Trade | 40592 | 33739 | 40592 | 42341733 | 4598143 | 42341733 |
Largest Losing Trade | -1913447 | -61135 | -1913447 | -46558771 | -25770827 | -46558771 |
Avg Bars in Trades | 75 | 41 | 110 | 75 | 41 | 110 |
Avg Bars in Winners | 39 | 28 | 51 | 70 | 34 | 101 |
Avg Bars in Losers | 134 | 64 | 205 | 80 | 47 | 121 |
Bars Traded | 7181 | 2001 | 5180 | 7181 | 2001 | 5180 |
Profit Streak | 39.9115 | 86.6615 | 0 | 0 | 0 | 83.1615 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578407 | -394564 | -579179 | -580456 | -582309 | 354417 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 1 } } }
# | 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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