Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6535184.9086 | 6661027.3027 | -125842.394 | 94122.5235 | 232389.3954 | -138266.8719 |
Total P&L (%) | 6535.1849 | 6661.0273 | -125.8424 | 94.1225 | 232.3894 | -138.2669 |
Avg Daily Profit (%) | 3.3292 | 3.3933 | -0.0641 | 0.0338 | 0.0612 | 0 |
Buy And Hold Return (%) | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 | 1673.726 |
Max Trade Drawdown | -210547 | -85294 | -186138 | -243058 | -164195 | -222856 |
Profit Factor | 10.0825 | 17.9115 | 0.6136 | 1.0867 | 1.4098 | 0.7335 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 35.1064 | 34.0426 | 36.1702 | 35.1064 | 34.0426 | 36.1702 |
Ratio Avg Win / Avg Loss | 18.6374 | 34.7035 | 1.0828 | 2.0087 | 2.7314 | 1.2943 |
Largest Winning Trade | 6744224 | 6744224 | 61622 | 367611 | 367611 | 81588 |
Largest Losing Trade | -41518 | -41518 | -33530 | -125089 | -60092 | -125089 |
Avg Bars in Trades | 120 | 139 | 101 | 120 | 139 | 101 |
Avg Bars in Winners | 241 | 298 | 188 | 241 | 298 | 188 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 11339 | 6568 | 4770 | 11339 | 6568 | 4770 |
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 | 577487 | 560901 | -584408 | -443132 | -281232 | -584408 |
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{ "first_band": { "type": "kcl", "factors": { "length": 185, "offset": 0, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 66, "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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