Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97330.0465 | 73052.6328 | 24277.4137 | 122465.8181 | 112560.4503 | 9905.3677 |
Total P&L (%) | 97.33 | 73.0526 | 24.2774 | 122.4658 | 112.5605 | 9.9054 |
Avg Daily Profit (%) | 0.3737 | 0.2805 | 0.0932 | 0.3075 | 0.29 | 0.0363 |
Buy And Hold Return (%) | 30.4408 | 30.4408 | 30.4408 | 30.4408 | 30.4408 | 30.4408 |
Max Trade Drawdown | -27319 | -26316 | -19907 | -47298 | -28311 | -42931 |
Profit Factor | 1.4577 | 1.6664 | 1.2356 | 1.3954 | 1.7839 | 1.0596 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 72.3757 | 71.1111 | 73.6264 | 72.3757 | 71.1111 | 73.6264 |
Ratio Avg Win / Avg Loss | 0.5564 | 0.677 | 0.4426 | 0.5326 | 0.7247 | 0.3796 |
Largest Winning Trade | 13496 | 13496 | 6665 | 19726 | 19726 | 10282 |
Largest Losing Trade | -23710 | -23710 | -15680 | -27765 | -25234 | -27765 |
Avg Bars in Trades | 133 | 168 | 99 | 133 | 168 | 99 |
Avg Bars in Winners | 90 | 114 | 67 | 90 | 114 | 67 |
Avg Bars in Losers | 246 | 298 | 189 | 246 | 298 | 189 |
Bars Traded | 24161 | 15120 | 9041 | 24161 | 15120 | 9041 |
Profit Streak | 21.8834 | 26.2688 | 21.8834 | 21.8834 | 26.2688 | 21.8834 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352349 | 267262 | -232994 | 344703 | 340705 | -463555 |
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{ "first_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 194, "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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