Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426760.7303 | 343868.3828 | 82892.3475 | 402682.066 | 1105063.7777 | -702381.7117 |
Total P&L (%) | 426.7607 | 343.8684 | 82.8923 | 402.6821 | 1105.0638 | -702.3817 |
Avg Daily Profit (%) | 0.3023 | 0.2436 | 0.0587 | 0.1144 | 0.1765 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137124 | -100546 | -101467 | -1978812 | -1347666 | -1767010 |
Profit Factor | 1.3365 | 1.3994 | 1.2035 | 1.0326 | 1.1412 | 0.8451 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 276 | 133 | 143 | 276 | 133 | 143 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 67.1533 | 64.878 | 69.4175 | 67.1533 | 64.878 | 69.4175 |
Ratio Avg Win / Avg Loss | 0.6537 | 0.7575 | 0.5302 | 0.5051 | 0.6178 | 0.3723 |
Largest Winning Trade | 40163 | 40163 | 14661 | 303299 | 303299 | 115807 |
Largest Losing Trade | -54594 | -54594 | -39507 | -567481 | -554913 | -567481 |
Avg Bars in Trades | 20 | 32 | 7 | 20 | 32 | 7 |
Avg Bars in Winners | 12 | 18 | 5 | 12 | 18 | 5 |
Avg Bars in Losers | 37 | 59 | 12 | 37 | 59 | 12 |
Bars Traded | 8384 | 6746 | 1638 | 8384 | 6746 | 1638 |
Profit Streak | 467.7344 | 467.7344 | 500.0678 | 467.7344 | 467.7344 | 500.0678 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472396 | 361751 | -112041 | -220580 | -55955 | -576124 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 24, "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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