Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184298.5735 | 195753.9588 | -11455.3853 | 18665.0278 | 34201.8141 | -15536.7864 |
Total P&L (%) | 184.2986 | 195.754 | -11.4554 | 18.665 | 34.2018 | -15.5368 |
Avg Daily Profit (%) | 0.3539 | 0.3759 | -0.022 | 0.0329 | 0.0565 | -0.0324 |
Buy And Hold Return (%) | 12.5883 | 12.5883 | 12.5883 | 12.5883 | 12.5883 | 12.5883 |
Max Trade Drawdown | -83866 | -86331 | -14674 | -146982 | -144937 | -23705 |
Profit Factor | 1.6714 | 1.9796 | 0.8466 | 1.0529 | 1.1306 | 0.8289 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.8824 | 42.8571 | 48.8372 | 45.8824 | 42.8571 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.9714 | 2.6394 | 0.8869 | 1.2419 | 1.5075 | 0.8683 |
Largest Winning Trade | 262738 | 262738 | 18795 | 170811 | 170811 | 14571 |
Largest Losing Trade | -18357 | -18357 | -9557 | -42753 | -42753 | -15511 |
Avg Bars in Trades | 282 | 519 | 51 | 282 | 519 | 51 |
Avg Bars in Winners | 432 | 872 | 54 | 432 | 872 | 54 |
Avg Bars in Losers | 155 | 254 | 47 | 155 | 254 | 47 |
Bars Traded | 24017 | 21822 | 2195 | 24017 | 21822 | 2195 |
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 | 365729 | 344937 | -581748 | -328828 | -199860 | -581748 |
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{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 151, "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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