Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805717.2916 | 771923.2998 | 33793.9918 | 526185.255 | 453376.7668 | 72808.4882 |
Total P&L (%) | 805.7173 | 771.9233 | 33.794 | 526.1853 | 453.3768 | 72.8085 |
Avg Daily Profit (%) | 0.4365 | 0.4182 | 0.0183 | 0.0994 | 0.0927 | 0.0296 |
Buy And Hold Return (%) | 131.5119 | 131.5119 | 131.5119 | 131.5119 | 131.5119 | 131.5119 |
Max Trade Drawdown | -105102 | -86748 | -74817 | -1209226 | -883495 | -664989 |
Profit Factor | 1.9602 | 2.5904 | 1.0955 | 1.1252 | 1.1876 | 1.0408 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 37.6 | 38.0952 | 37.0968 | 37.6 | 38.0952 | 37.0968 |
Ratio Avg Win / Avg Loss | 3.2532 | 4.2093 | 1.8577 | 1.8674 | 1.9299 | 1.7648 |
Largest Winning Trade | 441211 | 441211 | 64796 | 447124 | 432016 | 447124 |
Largest Losing Trade | -33314 | -33164 | -33314 | -413187 | -256965 | -413187 |
Avg Bars in Trades | 174 | 197 | 151 | 174 | 197 | 151 |
Avg Bars in Winners | 323 | 367 | 276 | 323 | 367 | 276 |
Avg Bars in Losers | 85 | 92 | 77 | 85 | 92 | 77 |
Bars Traded | 21842 | 12445 | 9397 | 21842 | 12445 | 9397 |
Profit Streak | 0 | 0 | 80.2348 | 0 | 0 | 80.2348 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313541 | -137499 | -607007 | -148214 | -236474 | -652161 |
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{ "first_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 120, "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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