Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040060.7334 | 1180825.079 | -140764.3456 | -83006.4157 | 753798.4645 | -836804.8802 |
Total P&L (%) | 1040.0607 | 1180.8251 | -140.7643 | -83.0064 | 753.7985 | -836.8049 |
Avg Daily Profit (%) | 0.558 | 0.6336 | -0.0755 | -0.0951 | 0.1151 | 0 |
Buy And Hold Return (%) | 37.6279 | 37.6279 | 37.6279 | 37.6279 | 37.6279 | 37.6279 |
Max Trade Drawdown | -244561 | -176372 | -164631 | -2514493 | -1882672 | -1164254 |
Profit Factor | 2.1146 | 3.0223 | 0.597 | 0.9834 | 1.2491 | 0.5764 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 61.25 | 60 | 62.5 | 61.25 | 60 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3378 | 2.0149 | 0.3582 | 0.6222 | 0.8327 | 0.3458 |
Largest Winning Trade | 1197153 | 1197153 | 21577 | 1809005 | 1809005 | 280012 |
Largest Losing Trade | -63711 | -63711 | -44274 | -786718 | -716811 | -786718 |
Avg Bars in Trades | 45 | 78 | 12 | 45 | 78 | 12 |
Avg Bars in Winners | 39 | 71 | 8 | 39 | 71 | 8 |
Avg Bars in Losers | 55 | 88 | 20 | 55 | 88 | 20 |
Bars Traded | 7296 | 6277 | 1019 | 7296 | 6277 | 1019 |
Profit Streak | 9.158 | 0 | 26.908 | 9.158 | 0 | 26.908 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610998 | -367 | -597519 | -577814 | -58659 | -597519 |
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 194, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 11, "offset": 194, "scalar": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 96, "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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