Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292930.9876 | 363202.8354 | -70271.8478 | -91686.8243 | 221679.9872 | -313366.8115 |
Total P&L (%) | 292.931 | 363.2028 | -70.2718 | -91.6868 | 221.68 | -313.3668 |
Avg Daily Profit (%) | 0.2076 | 0.2573 | -0.0498 | -0.1761 | 0.0828 | 0 |
Buy And Hold Return (%) | 82.2321 | 82.2321 | 82.2321 | 82.2321 | 82.2321 | 82.2321 |
Max Trade Drawdown | -183352 | -109014 | -173429 | -597211 | -287556 | -454410 |
Profit Factor | 1.4037 | 2.3481 | 0.846 | 0.8914 | 1.7064 | 0.409 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 67 | 29 | 38 | 39 | 21 | 18 |
Losing Trades | 26 | 17 | 9 | 54 | 25 | 29 |
Profitability (%) | 72.043 | 63.0435 | 80.8511 | 41.9355 | 45.6522 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.5447 | 1.3764 | 0.2004 | 1.2342 | 2.0314 | 0.6589 |
Largest Winning Trade | 70265 | 70265 | 31769 | 163419 | 163419 | 50928 |
Largest Losing Trade | -162094 | -69343 | -162094 | -386107 | -270961 | -386107 |
Avg Bars in Trades | 169 | 267 | 73 | 169 | 267 | 73 |
Avg Bars in Winners | 99 | 173 | 43 | 211 | 309 | 97 |
Avg Bars in Losers | 349 | 428 | 199 | 139 | 232 | 58 |
Bars Traded | 15761 | 12303 | 3457 | 15761 | 12303 | 3457 |
Profit Streak | 523.2828 | 523.2828 | 565.2828 | 523.2828 | 523.2828 | 659.8662 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319613 | 444398 | -575374 | -580629 | -83183 | -583883 |
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{ "first_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 218, "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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