Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86543.1284 | 11686.0674 | 74857.061 | 102965.2839 | 20207.466 | 82757.8179 |
Total P&L (%) | 86.5431 | 11.6861 | 74.8571 | 102.9653 | 20.2075 | 82.7578 |
Avg Daily Profit (%) | 0.3323 | 0.0449 | 0.2874 | 0.2722 | 0.0707 | 0.2318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30544 | -13159 | -25467 | -50355 | -18301 | -48927 |
Profit Factor | 1.8238 | 1.3553 | 2.0373 | 1.5553 | 1.3924 | 1.618 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.6675 | 1.2756 | 1.811 | 1.422 | 1.3105 | 1.4382 |
Largest Winning Trade | 23301 | 16690 | 23301 | 31135 | 25177 | 31135 |
Largest Losing Trade | -17521 | -6495 | -17521 | -40552 | -9726 | -40552 |
Avg Bars in Trades | 367 | 53 | 671 | 367 | 53 | 671 |
Avg Bars in Winners | 582 | 73 | 1062 | 582 | 73 | 1062 |
Avg Bars in Losers | 131 | 31 | 232 | 131 | 31 | 232 |
Bars Traded | 24610 | 1765 | 22845 | 24610 | 1765 | 22845 |
Profit Streak | 14.3239 | 19.3655 | 14.3239 | 14.3239 | 19.3655 | 14.3239 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108818 | -246033 | 424884 | -111148 | -104801 | 338631 |
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{ "first_band": { "type": "kcu", "factors": { "length": 190, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 50, "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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