Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843911.432 | 1023206.6652 | -179295.2332 | -93460.4999 | 155120.7958 | -248581.2957 |
Total P&L (%) | 843.9114 | 1023.2067 | -179.2952 | -93.4605 | 155.1208 | -248.5813 |
Avg Daily Profit (%) | 0.4572 | 0.5543 | -0.0971 | -0.1476 | 0.0508 | 0 |
Buy And Hold Return (%) | 119.2357 | 119.2357 | 119.2357 | 119.2357 | 119.2357 | 119.2357 |
Max Trade Drawdown | -201312 | -170748 | -190238 | -363127 | -198511 | -249771 |
Profit Factor | 1.6777 | 2.3154 | 0.6165 | 0.8942 | 1.3007 | 0.3235 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 37.0588 | 32.9412 | 41.1765 | 37.0588 | 32.9412 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8493 | 4.7135 | 0.8807 | 1.5187 | 2.6479 | 0.4622 |
Largest Winning Trade | 903180 | 903180 | 55009 | 231263 | 231263 | 29289 |
Largest Losing Trade | -40286 | -40286 | -36599 | -105999 | -74362 | -105999 |
Avg Bars in Trades | 129 | 191 | 67 | 129 | 191 | 67 |
Avg Bars in Winners | 217 | 369 | 95 | 217 | 369 | 95 |
Avg Bars in Losers | 77 | 103 | 47 | 77 | 103 | 47 |
Bars Traded | 21972 | 16256 | 5716 | 21972 | 16256 | 5716 |
Profit Streak | 0 | 0 | 32.8562 | 0 | 0 | 32.8562 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333785 | 306511 | -583540 | -582142 | -203047 | -583540 |
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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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