Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2225332.8292 | 2108770.2701 | 116562.5591 | 9267727.7803 | 1030231.3039 | 8237496.4763 |
Total P&L (%) | 2225.3328 | 2108.7703 | 116.5626 | 9267.7278 | 1030.2313 | 8237.4965 |
Avg Daily Profit (%) | 1.186 | 1.1239 | 0.0621 | 0.2422 | 0.1293 | 0.236 |
Buy And Hold Return (%) | 314.683 | 314.683 | 314.683 | 314.683 | 314.683 | 314.683 |
Max Trade Drawdown | -102188 | -97233 | -54176 | -26016269 | -18747595 | -12599845 |
Profit Factor | 3.9914 | 5.8789 | 1.374 | 1.0824 | 1.0157 | 1.1759 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 40.9938 | 35 | 46.9136 | 40.9938 | 35 | 46.9136 |
Ratio Avg Win / Avg Loss | 5.7453 | 10.918 | 1.5548 | 1.558 | 1.8863 | 1.3307 |
Largest Winning Trade | 1391626 | 1391626 | 49283 | 13012368 | 13012368 | 7271300 |
Largest Losing Trade | -33072 | -33072 | -28093 | -8979228 | -8979228 | -6464829 |
Avg Bars in Trades | 138 | 155 | 120 | 138 | 155 | 120 |
Avg Bars in Winners | 206 | 250 | 174 | 206 | 250 | 174 |
Avg Bars in Losers | 90 | 104 | 73 | 90 | 104 | 73 |
Bars Traded | 22243 | 12463 | 9781 | 22243 | 12463 | 9781 |
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 | 644309 | -3604 | -287264 | -123050 | -250273 | -31809 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 59, "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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