Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291402.2282 | 1161756.7845 | 129645.4437 | 446569.5494 | -110630.8517 | 557200.4011 |
Total P&L (%) | 1291.4022 | 1161.7568 | 129.6454 | 446.5695 | -110.6309 | 557.2004 |
Avg Daily Profit (%) | 0.5412 | 0.4869 | 0.0543 | 0.0712 | 0 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124350 | -97037 | -66531 | -1766857 | -2055543 | -803636 |
Profit Factor | 2.8417 | 3.5684 | 1.5209 | 1.0715 | 0.9742 | 1.2849 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 48.2353 | 39.5349 | 57.1429 | 48.2353 | 39.5349 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0497 | 5.4576 | 1.1407 | 1.1499 | 1.49 | 0.9636 |
Largest Winning Trade | 936591 | 936591 | 59059 | 1301577 | 1301577 | 643685 |
Largest Losing Trade | -55226 | -55226 | -49867 | -882908 | -882908 | -342037 |
Avg Bars in Trades | 54 | 66 | 42 | 54 | 66 | 42 |
Avg Bars in Winners | 75 | 111 | 50 | 75 | 111 | 50 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 4646 | 2878 | 1768 | 4646 | 2878 | 1768 |
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 | 573112 | 475782 | -117955 | -240202 | -583130 | -87839 |
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{ "first_band": { "type": "kcl", "factors": { "length": 74, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "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) |
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