Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76273.9853 | 35953.1084 | 40320.8769 | 83066.9539 | 43384.2045 | 39682.7494 |
Total P&L (%) | 76.274 | 35.9531 | 40.3209 | 83.067 | 43.3842 | 39.6827 |
Avg Daily Profit (%) | 0.2929 | 0.1381 | 0.1548 | 0.2325 | 0.1385 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29633 | -26658 | -23342 | -51809 | -28114 | -37884 |
Profit Factor | 1.3001 | 1.2507 | 1.3641 | 1.2444 | 1.2271 | 1.2665 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 72.8395 | 72.9508 | 72.7273 | 72.8395 | 72.9508 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.4848 | 0.4637 | 0.5115 | 0.464 | 0.455 | 0.4749 |
Largest Winning Trade | 10642 | 10642 | 7397 | 15035 | 15035 | 6162 |
Largest Losing Trade | -15592 | -14678 | -15592 | -17253 | -17061 | -17253 |
Avg Bars in Trades | 100 | 115 | 84 | 100 | 115 | 84 |
Avg Bars in Winners | 57 | 70 | 44 | 57 | 70 | 44 |
Avg Bars in Losers | 213 | 236 | 190 | 213 | 236 | 190 |
Bars Traded | 24340 | 14094 | 10246 | 24340 | 14094 | 10246 |
Profit Streak | 3.2452 | 3.2452 | 15.9535 | 3.2452 | 3.2452 | 15.9535 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331519 | -12484 | 254321 | 300666 | -11417 | -22410 |
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{ "first_band": { "type": "kcl", "factors": { "length": 27, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 200, "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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