Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160679.4396 | 1269475.056 | -108795.6164 | -3328432.7217 | 25496610.5781 | -28825043.2997 |
Total P&L (%) | 1160.6794 | 1269.4751 | -108.7956 | -3328.4327 | 25496.6106 | -28825.0433 |
Avg Daily Profit (%) | 0.513 | 0.5611 | -0.0481 | 0 | 0.2454 | 0 |
Buy And Hold Return (%) | 11082.9689 | 11082.9689 | 11082.9689 | 11082.9689 | 11082.9689 | 11082.9689 |
Max Trade Drawdown | -221363 | -110831 | -172946 | -40701004 | -11027453 | -40270077 |
Profit Factor | 3.1327 | 7.0566 | 0.6749 | 0.9416 | 2.7609 | 0.3218 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 26 | 27 | 41 | 21 | 20 |
Losing Trades | 26 | 13 | 13 | 38 | 18 | 20 |
Profitability (%) | 67.0886 | 66.6667 | 67.5 | 51.8987 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 1.5368 | 3.5283 | 0.3249 | 0.8727 | 2.3665 | 0.3218 |
Largest Winning Trade | 679508 | 679508 | 33000 | 17342809 | 17342809 | 5205233 |
Largest Losing Trade | -146562 | -52192 | -146562 | -34773139 | -4864016 | -34773139 |
Avg Bars in Trades | 76 | 143 | 11 | 76 | 143 | 11 |
Avg Bars in Winners | 41 | 72 | 10 | 115 | 214 | 12 |
Avg Bars in Losers | 149 | 286 | 11 | 34 | 61 | 10 |
Bars Traded | 6060 | 5615 | 445 | 6060 | 5615 | 445 |
Profit Streak | 115.2302 | 115.5635 | 115.2302 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176403 | -142592 | -576851 | -611809 | 335803 | -580472 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 132, "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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