Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184892.7389 | 155930.7329 | 28962.006 | 136165.0734 | 134197.6698 | 1967.4036 |
Total P&L (%) | 184.8927 | 155.9307 | 28.962 | 136.1651 | 134.1977 | 1.9674 |
Avg Daily Profit (%) | 0.1775 | 0.1497 | 0.0278 | 0.0825 | 0.0817 | 0.0019 |
Buy And Hold Return (%) | 32.233 | 32.233 | 32.233 | 32.233 | 32.233 | 32.233 |
Max Trade Drawdown | -87283 | -92060 | -30965 | -354601 | -364171 | -157380 |
Profit Factor | 1.2873 | 1.3762 | 1.1264 | 1.0771 | 1.1133 | 1.0034 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 246 | 118 | 128 | 246 | 118 | 128 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 59.854 | 57.2816 | 62.439 | 59.854 | 57.2816 | 62.439 |
Ratio Avg Win / Avg Loss | 0.8634 | 1.0263 | 0.6776 | 0.7225 | 0.8302 | 0.6036 |
Largest Winning Trade | 62841 | 62841 | 14827 | 90936 | 90936 | 42538 |
Largest Losing Trade | -42073 | -42073 | -13189 | -140813 | -140813 | -68704 |
Avg Bars in Trades | 60 | 101 | 18 | 60 | 101 | 18 |
Avg Bars in Winners | 39 | 63 | 16 | 39 | 63 | 16 |
Avg Bars in Losers | 91 | 154 | 20 | 91 | 154 | 20 |
Bars Traded | 24742 | 21003 | 3739 | 24742 | 21003 | 3739 |
Profit Streak | 0 | 0 | 19.0508 | 0 | 0 | 19.0508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300649 | 263636 | -401695 | -218709 | -182033 | -571590 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 207, "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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