Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234269.2649 | 228459.406 | 5809.859 | 77637.6424 | 105684.575 | -28046.9326 |
Total P&L (%) | 234.2693 | 228.4594 | 5.8099 | 77.6376 | 105.6846 | -28.0469 |
Avg Daily Profit (%) | 0.1639 | 0.1598 | 0.0041 | 0.0402 | 0.0505 | -0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60406 | -64169 | -31403 | -194100 | -175372 | -74556 |
Profit Factor | 1.7149 | 2.086 | 1.0495 | 1.1377 | 1.2854 | 0.8552 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 59.7403 | 60.5263 | 58.9744 | 59.7403 | 60.5263 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.1557 | 1.3604 | 0.7301 | 0.7667 | 0.8383 | 0.5949 |
Largest Winning Trade | 183777 | 183777 | 23990 | 155649 | 155649 | 35045 |
Largest Losing Trade | -49782 | -49782 | -31403 | -175372 | -175372 | -74556 |
Avg Bars in Trades | 63 | 115 | 13 | 63 | 115 | 13 |
Avg Bars in Winners | 38 | 65 | 11 | 38 | 65 | 11 |
Avg Bars in Losers | 100 | 190 | 15 | 100 | 190 | 15 |
Bars Traded | 4894 | 4381 | 513 | 4894 | 4381 | 513 |
Profit Streak | 77.0581 | 167.5581 | 77.0581 | 77.0581 | 167.5581 | 77.0581 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34321 | 463127 | -518876 | -253732 | -124452 | -578758 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 91, "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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