Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402244.3473 | 1368096.2829 | 34148.0644 | 1058007.261 | 958143.9298 | 99863.3312 |
Total P&L (%) | 1402.2443 | 1368.0963 | 34.1481 | 1058.0073 | 958.1439 | 99.8633 |
Avg Daily Profit (%) | 0.7709 | 0.7521 | 0.0188 | 0.1347 | 0.1298 | 0.0381 |
Buy And Hold Return (%) | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 |
Max Trade Drawdown | -125900 | -115561 | -52287 | -4224196 | -4600482 | -1163414 |
Profit Factor | 3.1378 | 3.7001 | 1.2288 | 1.07 | 1.0791 | 1.0332 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.049 | 50.7042 | 51.3889 | 51.049 | 50.7042 | 51.3889 |
Ratio Avg Win / Avg Loss | 3.0088 | 3.5973 | 1.1624 | 1.026 | 1.0491 | 0.9773 |
Largest Winning Trade | 738545 | 738545 | 22547 | 4272025 | 4272025 | 293456 |
Largest Losing Trade | -54725 | -54725 | -14411 | -2235963 | -2235963 | -343409 |
Avg Bars in Trades | 74 | 139 | 9 | 74 | 139 | 9 |
Avg Bars in Winners | 83 | 159 | 8 | 83 | 159 | 8 |
Avg Bars in Losers | 64 | 117 | 11 | 64 | 117 | 11 |
Bars Traded | 10589 | 9885 | 704 | 10589 | 9885 | 704 |
Profit Streak | 36.9051 | 81.7384 | 36.9051 | 36.9051 | 81.7384 | 36.9051 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493793 | -72885 | -412360 | -164817 | -284044 | -571980 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 87, "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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