Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861488.3885 | 863200.1878 | -1711.7992 | 132040.3799 | 754200.2526 | -622159.8727 |
Total P&L (%) | 861.4884 | 863.2002 | -1.7118 | 132.0404 | 754.2003 | -622.1599 |
Avg Daily Profit (%) | 0.3446 | 0.3452 | -0.0007 | 0.0337 | 0.0858 | 0 |
Buy And Hold Return (%) | 250.1523 | 250.1523 | 250.1523 | 250.1523 | 250.1523 | 250.1523 |
Max Trade Drawdown | -122109 | -81951 | -79670 | -1759559 | -833521 | -1120080 |
Profit Factor | 2.8633 | 4.993 | 0.993 | 1.0465 | 1.6863 | 0.6422 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 42.1053 | 34.4828 | 50 | 42.1053 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 3.937 | 9.4867 | 0.993 | 1.439 | 3.2039 | 0.6422 |
Largest Winning Trade | 793035 | 793035 | 37746 | 1290838 | 1290838 | 459398 |
Largest Losing Trade | -79670 | -30479 | -79670 | -1039698 | -383976 | -1039698 |
Avg Bars in Trades | 128 | 117 | 140 | 128 | 117 | 140 |
Avg Bars in Winners | 219 | 227 | 214 | 219 | 227 | 214 |
Avg Bars in Losers | 61 | 58 | 66 | 61 | 58 | 66 |
Bars Traded | 7317 | 3394 | 3923 | 7317 | 3394 | 3923 |
Profit Streak | 74.7359 | 142.0692 | 0 | 74.7359 | 142.0692 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169989 | 332286 | -601833 | -665049 | -82987 | -601833 |
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 4 } }, "second_band": { "type": "zlma", "factors": { "length": 100, "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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