Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5228546.2849 | 5387143.0595 | -158596.7746 | 37341.5207 | 262669.9137 | -225328.393 |
Total P&L (%) | 5228.5463 | 5387.1431 | -158.5968 | 37.3415 | 262.6699 | -225.3284 |
Avg Daily Profit (%) | 2.6629 | 2.7436 | -0.0808 | 0.0162 | 0.0656 | 0 |
Buy And Hold Return (%) | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 | 1586.2222 |
Max Trade Drawdown | -148440 | -82756 | -135110 | -428642 | -300942 | -196426 |
Profit Factor | 10.0489 | 18.0386 | 0.3938 | 1.0353 | 1.4345 | 0.503 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 27.4194 | 32.2581 | 22.5806 | 27.4194 | 32.2581 | 22.5806 |
Ratio Avg Win / Avg Loss | 26.6001 | 37.881 | 1.3503 | 2.7405 | 3.0124 | 1.7246 |
Largest Winning Trade | 5473992 | 5473992 | 52229 | 373314 | 373314 | 109770 |
Largest Losing Trade | -52461 | -43768 | -52461 | -89553 | -89553 | -57261 |
Avg Bars in Trades | 120 | 186 | 55 | 120 | 186 | 55 |
Avg Bars in Winners | 299 | 416 | 132 | 299 | 416 | 132 |
Avg Bars in Losers | 53 | 76 | 32 | 53 | 76 | 32 |
Bars Traded | 7493 | 5784 | 1709 | 7493 | 5784 | 1709 |
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 | -157465 | 492585 | -619629 | -695555 | -275993 | -618518 |
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{ "first_band": { "type": "kcl", "factors": { "length": 167, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 52, "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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