Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410541.4034 | 399804.5498 | 10736.8537 | -37969.2309 | -127648.6253 | 89679.3944 |
Total P&L (%) | 410.5414 | 399.8046 | 10.7369 | -37.9692 | -127.6486 | 89.6794 |
Avg Daily Profit (%) | 0.1971 | 0.1919 | 0.0052 | -0.0229 | 0 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202356 | -199828 | -16011 | -2677127 | -2700780 | -32037 |
Profit Factor | 1.9914 | 2.0349 | 1.3866 | 0.9881 | 0.9591 | 2.3839 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 59.1549 | 51.4286 | 66.6667 | 59.1549 | 51.4286 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.375 | 1.9218 | 0.6933 | 0.6822 | 0.9058 | 1.192 |
Largest Winning Trade | 327803 | 327803 | 4371 | 1298694 | 1298694 | 39208 |
Largest Losing Trade | -77826 | -77826 | -9078 | -2130002 | -2130002 | -29338 |
Avg Bars in Trades | 335 | 676 | 3 | 335 | 676 | 3 |
Avg Bars in Winners | 279 | 647 | 2 | 279 | 647 | 2 |
Avg Bars in Losers | 417 | 707 | 6 | 417 | 707 | 6 |
Bars Traded | 23831 | 23689 | 142 | 23831 | 23689 | 142 |
Profit Streak | 2.8391 | 0 | 147.2557 | 2.8391 | 0 | 147.2557 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80844 | 417416 | -325745 | -671890 | -580602 | -144580 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 196, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 59, "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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