Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1705740.2704 | 1597349.2869 | 108390.9835 | 2265602.3116 | 716138.6754 | 1549463.6362 |
Total P&L (%) | 1705.7403 | 1597.3493 | 108.391 | 2265.6023 | 716.1387 | 1549.4636 |
Avg Daily Profit (%) | 0.8188 | 0.7667 | 0.052 | 0.152 | 0.1008 | 0.1346 |
Buy And Hold Return (%) | 50.9009 | 50.9009 | 50.9009 | 50.9009 | 50.9009 | 50.9009 |
Max Trade Drawdown | -129153 | -179336 | -39862 | -5960270 | -7287476 | -1405071 |
Profit Factor | 3.6833 | 4.2915 | 1.7207 | 1.0963 | 1.0391 | 1.2971 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 40 | 12 | 28 | 40 | 12 | 28 |
Losing Trades | 77 | 46 | 31 | 77 | 46 | 31 |
Profitability (%) | 34.188 | 20.6897 | 47.4576 | 34.188 | 20.6897 | 47.4576 |
Ratio Avg Win / Avg Loss | 7.0904 | 16.4508 | 1.9051 | 2.1104 | 3.9833 | 1.4361 |
Largest Winning Trade | 1257825 | 1257825 | 55441 | 4822962 | 4822962 | 1864945 |
Largest Losing Trade | -26079 | -26079 | -21515 | -1509777 | -1509777 | -777166 |
Avg Bars in Trades | 209 | 365 | 55 | 209 | 365 | 55 |
Avg Bars in Winners | 393 | 1106 | 88 | 393 | 1106 | 88 |
Avg Bars in Losers | 113 | 172 | 25 | 113 | 172 | 25 |
Bars Traded | 24472 | 21204 | 3268 | 24472 | 21204 | 3268 |
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 | 510232 | -208988 | -303869 | -111657 | -463481 | -190477 |
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{ "first_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 22, "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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