Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780612.5055 | 1881555.0468 | -100942.5413 | -54954.6569 | 626397.2457 | -681351.9027 |
Total P&L (%) | 1780.6125 | 1881.555 | -100.9425 | -54.9547 | 626.3972 | -681.3519 |
Avg Daily Profit (%) | 0.9576 | 1.0119 | -0.0543 | -0.0429 | 0.1067 | 0 |
Buy And Hold Return (%) | 103.4477 | 103.4477 | 103.4477 | 103.4477 | 103.4477 | 103.4477 |
Max Trade Drawdown | -221320 | -127962 | -130551 | -1235484 | -574755 | -681322 |
Profit Factor | 3.1817 | 4.5658 | 0.6501 | 0.9689 | 1.6468 | 0.1495 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 31.1688 | 28.9474 | 33.3333 | 31.1688 | 28.9474 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.0262 | 11.207 | 1.3002 | 2.1398 | 4.0421 | 0.2989 |
Largest Winning Trade | 1790637 | 1790637 | 52742 | 1190848 | 1190848 | 29488 |
Largest Losing Trade | -59034 | -59034 | -42545 | -534942 | -426469 | -534942 |
Avg Bars in Trades | 93 | 151 | 36 | 93 | 151 | 36 |
Avg Bars in Winners | 177 | 318 | 59 | 177 | 318 | 59 |
Avg Bars in Losers | 55 | 83 | 25 | 55 | 83 | 25 |
Bars Traded | 7196 | 5755 | 1441 | 7196 | 5755 | 1441 |
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 | -34217 | 303201 | -585572 | -631601 | -60045 | -587238 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 49, "offset": 76, "scalar": 2 } } }
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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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