Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621544.4239 | 739079.9665 | -117535.5425 | -95970.6904 | 33388.285 | -129358.9754 |
Total P&L (%) | 621.5444 | 739.08 | -117.5355 | -95.9707 | 33.3883 | -129.359 |
Avg Daily Profit (%) | 0.2984 | 0.3548 | -0.0564 | -0.1541 | 0.0138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223078 | -216674 | -156379 | -193744 | -105016 | -144026 |
Profit Factor | 1.6378 | 2.2224 | 0.6822 | 0.7934 | 1.1227 | 0.3272 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 46.789 | 40.7407 | 52.7273 | 46.789 | 40.7407 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.8626 | 3.2326 | 0.6117 | 0.9023 | 1.633 | 0.2933 |
Largest Winning Trade | 826129 | 826129 | 38680 | 175480 | 175480 | 9872 |
Largest Losing Trade | -75087 | -56775 | -75087 | -66697 | -58124 | -66697 |
Avg Bars in Trades | 218 | 365 | 74 | 218 | 365 | 74 |
Avg Bars in Winners | 259 | 511 | 68 | 259 | 511 | 68 |
Avg Bars in Losers | 182 | 265 | 81 | 182 | 265 | 81 |
Bars Traded | 23828 | 19748 | 4080 | 23828 | 19748 | 4080 |
Profit Streak | 0 | 100.5117 | 0 | 0 | 100.5117 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396752 | -169107 | -760479 | -581736 | -444369 | -760479 |
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{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 218, "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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