Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434784.2201 | 439181.2492 | -4397.0292 | -15084.1349 | 26155.1842 | -41239.3191 |
Total P&L (%) | 434.7842 | 439.1812 | -4.397 | -15.0841 | 26.1552 | -41.2393 |
Avg Daily Profit (%) | 0.2329 | 0.2353 | -0.0024 | -0.0088 | 0.0124 | -0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139511 | -114850 | -123790 | -118346 | -87653 | -65870 |
Profit Factor | 1.7015 | 2.0905 | 0.9797 | 0.9534 | 1.1214 | 0.619 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.9275 | 45.7143 | 44.1176 | 44.9275 | 45.7143 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.0857 | 2.4825 | 1.241 | 1.1687 | 1.3317 | 0.784 |
Largest Winning Trade | 250161 | 250161 | 33014 | 65766 | 65766 | 12838 |
Largest Losing Trade | -52755 | -52755 | -51227 | -62091 | -62091 | -27612 |
Avg Bars in Trades | 153 | 166 | 140 | 153 | 166 | 140 |
Avg Bars in Winners | 206 | 259 | 149 | 206 | 259 | 149 |
Avg Bars in Losers | 110 | 88 | 133 | 110 | 88 | 133 |
Bars Traded | 10606 | 5832 | 4774 | 10606 | 5832 | 4774 |
Profit Streak | 73.0867 | 100.5867 | 73.0867 | 73.0867 | 100.5867 | 73.0867 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95748 | 402465 | -580858 | -685986 | -267348 | -582524 |
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{ "first_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 65, "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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