Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934965.7194 | 922451.206 | 12514.5135 | 114629.3486 | 1238271.9414 | -1123642.5927 |
Total P&L (%) | 934.9657 | 922.4512 | 12.5145 | 114.6293 | 1238.2719 | -1123.6426 |
Avg Daily Profit (%) | 0.5071 | 0.5003 | 0.0068 | 0.0414 | 0.1408 | 0 |
Buy And Hold Return (%) | 122.1507 | 122.1507 | 122.1507 | 122.1507 | 122.1507 | 122.1507 |
Max Trade Drawdown | -210243 | -96878 | -124084 | -2555503 | -562751 | -2062796 |
Profit Factor | 3.0121 | 5.9246 | 1.0451 | 1.0273 | 2.1622 | 0.642 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 48.3871 | 50 | 49.1803 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 3.1125 | 6.3196 | 1.0451 | 1.0615 | 2.3064 | 0.642 |
Largest Winning Trade | 883695 | 883695 | 55229 | 1039391 | 1039391 | 604135 |
Largest Losing Trade | -75884 | -32310 | -75884 | -1990455 | -216409 | -1990455 |
Avg Bars in Trades | 114 | 104 | 124 | 114 | 104 | 124 |
Avg Bars in Winners | 143 | 142 | 145 | 143 | 142 | 145 |
Avg Bars in Losers | 85 | 68 | 104 | 85 | 68 | 104 |
Bars Traded | 6983 | 3247 | 3736 | 6983 | 3247 | 3736 |
Profit Streak | 84.0526 | 127.3026 | 0 | 84.0526 | 127.3026 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149344 | 697297 | -520473 | -659636 | -265 | -580825 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 232 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 13, "offset": 232 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "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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