Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873373.6624 | 899275.9208 | -25902.2584 | 231223.5701 | 604030.5429 | -372806.9729 |
Total P&L (%) | 873.3737 | 899.2759 | -25.9023 | 231.2236 | 604.0305 | -372.807 |
Avg Daily Profit (%) | 0.3491 | 0.3594 | -0.0104 | 0.0479 | 0.078 | 0 |
Buy And Hold Return (%) | 293.8307 | 293.8307 | 293.8307 | 293.8307 | 293.8307 | 293.8307 |
Max Trade Drawdown | -113602 | -116976 | -95017 | -1736764 | -1490409 | -716457 |
Profit Factor | 1.9152 | 2.6458 | 0.9365 | 1.0343 | 1.1516 | 0.865 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 45.5782 | 42.4658 | 48.6486 | 45.5782 | 42.4658 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.2868 | 3.5846 | 0.9885 | 1.235 | 1.5602 | 0.913 |
Largest Winning Trade | 446608 | 446608 | 39139 | 1636428 | 1636428 | 319741 |
Largest Losing Trade | -51462 | -45513 | -51462 | -496517 | -496517 | -443193 |
Avg Bars in Trades | 99 | 137 | 61 | 99 | 137 | 61 |
Avg Bars in Winners | 130 | 210 | 62 | 130 | 210 | 62 |
Avg Bars in Losers | 72 | 83 | 61 | 72 | 83 | 61 |
Bars Traded | 14588 | 10031 | 4557 | 14588 | 10031 | 4557 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305356 | -63498 | -645761 | -478901 | -222432 | -645761 |
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{ "first_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 63, "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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