Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535480.4778 | 487467.5314 | 48012.9464 | 168133.8216 | 363675.9555 | -195542.134 |
Total P&L (%) | 535.4805 | 487.4675 | 48.0129 | 168.1338 | 363.676 | -195.5421 |
Avg Daily Profit (%) | 0.2792 | 0.2542 | 0.025 | 0.0514 | 0.08 | 0 |
Buy And Hold Return (%) | 32.6158 | 32.6158 | 32.6158 | 32.6158 | 32.6158 | 32.6158 |
Max Trade Drawdown | -135729 | -138858 | -96710 | -2439389 | -2113957 | -739203 |
Profit Factor | 1.5899 | 1.7227 | 1.2059 | 1.0218 | 1.0647 | 0.9067 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 65.6109 | 63.6364 | 67.5676 | 65.6109 | 63.6364 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.8333 | 0.9844 | 0.5788 | 0.5356 | 0.6084 | 0.4352 |
Largest Winning Trade | 120516 | 120516 | 23310 | 755633 | 755633 | 380700 |
Largest Losing Trade | -66698 | -66698 | -36434 | -1299949 | -1299949 | -369574 |
Avg Bars in Trades | 103 | 194 | 12 | 103 | 194 | 12 |
Avg Bars in Winners | 62 | 116 | 11 | 62 | 116 | 11 |
Avg Bars in Losers | 181 | 330 | 15 | 181 | 330 | 15 |
Bars Traded | 22772 | 21360 | 1412 | 22772 | 21360 | 1412 |
Profit Streak | 0 | 57.946 | 0 | 0 | 57.946 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435026 | 413105 | -178197 | -320492 | -234222 | -578481 |
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{ "first_band": { "type": "kcl", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 19, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 116, "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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