Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029714.9396 | 1062242.1661 | -32527.2265 | 113849.4088 | -90224.83 | 204074.2388 |
Total P&L (%) | 1029.7149 | 1062.2422 | -32.5272 | 113.8494 | -90.2248 | 204.0742 |
Avg Daily Profit (%) | 0.544 | 0.5612 | -0.0172 | 0.0402 | -0.1228 | 0.0588 |
Buy And Hold Return (%) | 178.4055 | 178.4055 | 178.4055 | 178.4055 | 178.4055 | 178.4055 |
Max Trade Drawdown | -152130 | -132853 | -68159 | -5558435 | -5392649 | -491678 |
Profit Factor | 2.7453 | 3.3126 | 0.7511 | 1.0119 | 0.9892 | 1.1713 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 51.1628 | 48.4375 | 53.8462 | 51.1628 | 48.4375 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6205 | 3.5263 | 0.6438 | 0.9659 | 1.0531 | 1.004 |
Largest Winning Trade | 765132 | 765132 | 10660 | 3265546 | 3265546 | 401837 |
Largest Losing Trade | -68675 | -68675 | -15122 | -3958451 | -3958451 | -488989 |
Avg Bars in Trades | 169 | 332 | 9 | 169 | 332 | 9 |
Avg Bars in Winners | 85 | 173 | 6 | 85 | 173 | 6 |
Avg Bars in Losers | 257 | 481 | 11 | 257 | 481 | 11 |
Bars Traded | 21844 | 21251 | 593 | 21844 | 21251 | 593 |
Profit Streak | 7.5883 | 0 | 7.755 | 7.5883 | 0 | 7.755 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596460 | -123027 | -711005 | -512979 | -718899 | -397807 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 84, "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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