Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468902.6189 | 485612.992 | -16710.3731 | -13108.5595 | 161878.0932 | -174986.6527 |
Total P&L (%) | 468.9026 | 485.613 | -16.7104 | -13.1086 | 161.8781 | -174.9867 |
Avg Daily Profit (%) | 0.1873 | 0.194 | -0.0067 | -0.0056 | 0.0385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203045 | -158044 | -80754 | -934737 | -681067 | -457884 |
Profit Factor | 1.7375 | 2.1824 | 0.9257 | 0.9939 | 1.1212 | 0.782 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 46.4286 | 40.4762 | 52.381 | 46.4286 | 40.4762 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0049 | 3.2094 | 0.8416 | 1.1468 | 1.6488 | 0.7109 |
Largest Winning Trade | 494030 | 494030 | 39826 | 704613 | 704613 | 246183 |
Largest Losing Trade | -33427 | -33427 | -32932 | -248250 | -213224 | -248250 |
Avg Bars in Trades | 173 | 291 | 55 | 173 | 291 | 55 |
Avg Bars in Winners | 229 | 457 | 52 | 229 | 457 | 52 |
Avg Bars in Losers | 124 | 177 | 58 | 124 | 177 | 58 |
Bars Traded | 14552 | 12230 | 2322 | 14552 | 12230 | 2322 |
Profit Streak | 95.1164 | 95.1164 | 167.1164 | 95.1164 | 95.1164 | 167.1164 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381645 | 310359 | -579458 | -579316 | -230720 | -579458 |
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 146, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 146, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 84, "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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