Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115716.9411 | 61302.3057 | 54414.6354 | 155397.396 | 84529.7343 | 70867.6617 |
Total P&L (%) | 115.7169 | 61.3023 | 54.4146 | 155.3974 | 84.5297 | 70.8677 |
Avg Daily Profit (%) | 0.4443 | 0.2354 | 0.209 | 0.3607 | 0.2355 | 0.2059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36259 | -31471 | -23152 | -64479 | -56442 | -40884 |
Profit Factor | 1.7643 | 1.6951 | 1.861 | 1.5765 | 1.5448 | 1.6195 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 64.557 | 66.6667 | 62.5 | 64.557 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9687 | 0.8475 | 1.1166 | 0.8655 | 0.7724 | 0.9717 |
Largest Winning Trade | 26592 | 26592 | 20209 | 36484 | 36484 | 23065 |
Largest Losing Trade | -25549 | -25549 | -14521 | -45395 | -45395 | -21689 |
Avg Bars in Trades | 302 | 440 | 168 | 302 | 440 | 168 |
Avg Bars in Winners | 232 | 339 | 120 | 232 | 339 | 120 |
Avg Bars in Losers | 431 | 643 | 248 | 431 | 643 | 248 |
Bars Traded | 23935 | 17193 | 6742 | 23935 | 17193 | 6742 |
Profit Streak | 6.6219 | 10.3615 | 6.6219 | 6.6219 | 10.3615 | 6.6219 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19068 | 331860 | 360757 | -20243 | 334028 | 320452 |
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{ "first_band": { "type": "kcl", "factors": { "length": 220, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 119, "offset": 245 } } }
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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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