Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73569.7888 | 43315.5513 | 30254.2375 | 73103.4129 | 50230.1047 | 22873.3082 |
Total P&L (%) | 73.5698 | 43.3156 | 30.2542 | 73.1034 | 50.2301 | 22.8733 |
Avg Daily Profit (%) | 0.5296 | 0.3118 | 0.2178 | 0.3958 | 0.2934 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32685 | -34682 | -22255 | -48248 | -40652 | -44955 |
Profit Factor | 1.3854 | 1.3429 | 1.4686 | 1.2633 | 1.2874 | 1.2224 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 61.2069 | 56.8966 | 65.5172 | 61.2069 | 56.8966 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.8781 | 1.0174 | 0.7729 | 0.8007 | 0.9753 | 0.6434 |
Largest Winning Trade | 17906 | 17906 | 8932 | 29278 | 29278 | 12591 |
Largest Losing Trade | -18173 | -18173 | -17852 | -35532 | -26992 | -35532 |
Avg Bars in Trades | 113 | 168 | 58 | 113 | 168 | 58 |
Avg Bars in Winners | 83 | 126 | 46 | 83 | 126 | 46 |
Avg Bars in Losers | 160 | 223 | 81 | 160 | 223 | 81 |
Bars Traded | 13146 | 9764 | 3382 | 13146 | 9764 | 3382 |
Profit Streak | 0 | 0 | 133.0226 | 0 | 0 | 133.0226 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336857 | -173947 | -174341 | 268815 | -175501 | -180449 |
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{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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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