Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704256.5285 | 1759429.7901 | -55173.2616 | 1374308.7379 | 21786092.0386 | -20411783.3007 |
Total P&L (%) | 1704.2565 | 1759.4298 | -55.1733 | 1374.3087 | 21786.092 | -20411.7833 |
Avg Daily Profit (%) | 0.7513 | 0.7757 | -0.0243 | 0.1187 | 0.2378 | 0 |
Buy And Hold Return (%) | 9282.6262 | 9282.6262 | 9282.6262 | 9282.6262 | 9282.6262 | 9282.6262 |
Max Trade Drawdown | -210552 | -172289 | -148800 | -25891083 | -18040413 | -20717362 |
Profit Factor | 3.2655 | 4.9217 | 0.8183 | 1.0251 | 1.8573 | 0.302 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 64.6465 | 55.102 | 74 | 64.6465 | 55.102 | 74 |
Ratio Avg Win / Avg Loss | 1.7858 | 4.0103 | 0.2875 | 0.5606 | 1.5134 | 0.1061 |
Largest Winning Trade | 1204685 | 1204685 | 30727 | 24701827 | 24701827 | 3269830 |
Largest Losing Trade | -76914 | -53303 | -76914 | -20576460 | -10854327 | -20576460 |
Avg Bars in Trades | 67 | 119 | 16 | 67 | 119 | 16 |
Avg Bars in Winners | 49 | 97 | 13 | 49 | 97 | 13 |
Avg Bars in Losers | 102 | 146 | 26 | 102 | 146 | 26 |
Bars Traded | 6707 | 5864 | 844 | 6707 | 5864 | 844 |
Profit Streak | 0 | 78.827 | 0 | 0 | 78.827 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144623 | -143766 | -757444 | -392282 | 310526 | -757444 |
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{ "first_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 60, "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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