Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1499269.9186 | 1514456.5075 | -15186.5889 | -20859.4343 | -154414.2168 | 133554.7824 |
Total P&L (%) | 1499.2699 | 1514.4565 | -15.1866 | -20.8594 | -154.4142 | 133.5548 |
Avg Daily Profit (%) | 0.6327 | 0.6391 | -0.0064 | -0.0099 | 0 | 0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250996 | -229509 | -40064 | -3625703 | -3721732 | -271068 |
Profit Factor | 3.8885 | 4.5961 | 0.8449 | 0.9959 | 0.9655 | 1.2235 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 54.9296 | 51.4286 | 58.3333 | 54.9296 | 51.4286 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.1906 | 4.3408 | 0.6035 | 0.8171 | 0.9119 | 0.874 |
Largest Winning Trade | 1634988 | 1634988 | 10686 | 1668113 | 1668113 | 241626 |
Largest Losing Trade | -59545 | -59545 | -21291 | -1490260 | -1490260 | -163481 |
Avg Bars in Trades | 116 | 229 | 6 | 116 | 229 | 6 |
Avg Bars in Winners | 140 | 297 | 5 | 140 | 297 | 5 |
Avg Bars in Losers | 87 | 157 | 8 | 87 | 157 | 8 |
Bars Traded | 8279 | 8035 | 244 | 8279 | 8035 | 244 |
Profit Streak | 200.8485 | 0 | 242.0985 | 200.8485 | 0 | 242.0985 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71052 | 700755 | -578450 | -670546 | -580602 | -144788 |
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 95, "offset": 0 } } }
# | 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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