Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437360.339 | 341607.8337 | 95752.5053 | 1030420.8877 | 696437.649 | 333983.2387 |
Total P&L (%) | 437.3603 | 341.6078 | 95.7525 | 1030.4209 | 696.4376 | 333.9832 |
Avg Daily Profit (%) | 0.2099 | 0.164 | 0.046 | 0.1165 | 0.0996 | 0.0705 |
Buy And Hold Return (%) | 52.1138 | 52.1138 | 52.1138 | 52.1138 | 52.1138 | 52.1138 |
Max Trade Drawdown | -98421 | -98424 | -48363 | -413566 | -408524 | -145629 |
Profit Factor | 1.9991 | 2.1266 | 1.7118 | 1.5951 | 1.5468 | 1.7296 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 71.134 | 71.4286 | 70.8333 | 71.134 | 71.4286 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.8112 | 0.8506 | 0.7049 | 0.6473 | 0.6187 | 0.7122 |
Largest Winning Trade | 70070 | 70070 | 19740 | 279121 | 279121 | 129804 |
Largest Losing Trade | -55144 | -55144 | -29710 | -408524 | -408524 | -145629 |
Avg Bars in Trades | 254 | 430 | 75 | 254 | 430 | 75 |
Avg Bars in Winners | 187 | 312 | 59 | 187 | 312 | 59 |
Avg Bars in Losers | 419 | 725 | 114 | 419 | 725 | 114 |
Bars Traded | 24697 | 21075 | 3622 | 24697 | 21075 | 3622 |
Profit Streak | 70.4585 | 87.2085 | 70.4585 | 70.4585 | 87.2085 | 70.4585 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481688 | 450720 | -135684 | -32214 | -55362 | -95377 |
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{ "first_band": { "type": "kcl", "factors": { "length": 121, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 241, "offset": 34 } } }
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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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