Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685343.4647 | 567106.475 | 118236.9896 | 285996.06 | -454380.1905 | 740376.2505 |
Total P&L (%) | 685.3435 | 567.1065 | 118.237 | 285.9961 | -454.3802 | 740.3763 |
Avg Daily Profit (%) | 0.3603 | 0.2981 | 0.0622 | 0.071 | 0 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163120 | -167360 | -35189 | -1452289 | -1590301 | -120552 |
Profit Factor | 3.1376 | 3.1695 | 2.9968 | 1.1458 | 0.7423 | 4.7299 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 66.129 | 51.6129 | 80.6452 | 66.129 | 51.6129 | 80.6452 |
Ratio Avg Win / Avg Loss | 1.6071 | 2.9714 | 0.7192 | 0.5869 | 0.6959 | 1.1352 |
Largest Winning Trade | 659061 | 659061 | 28153 | 507941 | 507941 | 281084 |
Largest Losing Trade | -42164 | -42164 | -35189 | -562408 | -562408 | -120552 |
Avg Bars in Trades | 88 | 157 | 19 | 88 | 157 | 19 |
Avg Bars in Winners | 77 | 170 | 17 | 77 | 170 | 17 |
Avg Bars in Losers | 109 | 143 | 25 | 109 | 143 | 25 |
Bars Traded | 5483 | 4890 | 593 | 5483 | 4890 | 593 |
Profit Streak | 823.2496 | 823.2496 | 824.5829 | 823.2496 | 823.2496 | 824.5829 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139584 | 592110 | -101438 | -314925 | -579264 | -31073 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "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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