Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544532.6744 | 1551153.4027 | -6620.7283 | 463402.1347 | 1685999.5045 | -1222597.3698 |
Total P&L (%) | 1544.5327 | 1551.1534 | -6.6207 | 463.4021 | 1685.9995 | -1222.5974 |
Avg Daily Profit (%) | 0.6836 | 0.6866 | -0.0029 | 0.0765 | 0.1277 | 0 |
Buy And Hold Return (%) | 217.7419 | 217.7419 | 217.7419 | 217.7419 | 217.7419 | 217.7419 |
Max Trade Drawdown | -155915 | -126666 | -83783 | -4389678 | -2530120 | -2859048 |
Profit Factor | 3.2336 | 5.0625 | 0.9786 | 1.0421 | 1.2982 | 0.7715 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.0674 | 40 | 52.2727 | 46.0674 | 40 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.7856 | 7.5937 | 0.8935 | 1.22 | 1.9473 | 0.7044 |
Largest Winning Trade | 1116159 | 1116159 | 51431 | 3326949 | 3326949 | 1328060 |
Largest Losing Trade | -56996 | -35791 | -56996 | -2329431 | -866141 | -2329431 |
Avg Bars in Trades | 147 | 190 | 104 | 147 | 190 | 104 |
Avg Bars in Winners | 200 | 289 | 131 | 200 | 289 | 131 |
Avg Bars in Losers | 102 | 124 | 75 | 102 | 124 | 75 |
Bars Traded | 13164 | 8566 | 4598 | 13164 | 8566 | 4598 |
Profit Streak | 0 | 0 | 46.1964 | 0 | 0 | 46.1964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614171 | 583711 | -579867 | -272268 | -24807 | -579867 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 79, "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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