Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14884979.3604 | 14876511.5865 | 8467.7739 | 11731428.6726 | 7787120.4617 | 3944308.211 |
Total P&L (%) | 14884.9794 | 14876.5116 | 8.4678 | 11731.4287 | 7787.1205 | 3944.3082 |
Avg Daily Profit (%) | 6.5897 | 6.5859 | 0.0037 | 0.2115 | 0.1936 | 0.1639 |
Buy And Hold Return (%) | 8280.3853 | 8280.3853 | 8280.3853 | 8280.3853 | 8280.3853 | 8280.3853 |
Max Trade Drawdown | -127878 | -115834 | -55933 | -11753042 | -11826070 | -5222558 |
Profit Factor | 34.8207 | 61.6129 | 1.0435 | 1.3882 | 1.4102 | 1.351 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 45.5882 | 47.0588 | 44.1176 | 45.5882 | 47.0588 | 44.1176 |
Ratio Avg Win / Avg Loss | 41.5602 | 69.3145 | 1.3218 | 1.6569 | 1.5865 | 1.7112 |
Largest Winning Trade | 14713045 | 14713045 | 42848 | 11600035 | 11600035 | 3711928 |
Largest Losing Trade | -38669 | -38669 | -36270 | -3514669 | -3514669 | -2261956 |
Avg Bars in Trades | 186 | 235 | 137 | 186 | 235 | 137 |
Avg Bars in Winners | 238 | 291 | 182 | 238 | 291 | 182 |
Avg Bars in Losers | 143 | 186 | 102 | 143 | 186 | 102 |
Bars Traded | 12706 | 8016 | 4690 | 12706 | 8016 | 4690 |
Profit Streak | 0 | 214.9903 | 0 | 0 | 214.9903 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99259 | 577476 | -528571 | -141737 | -156112 | -158846 |
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{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 197, "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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