Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944360.5544 | 849031.2864 | 95329.268 | 437777.2133 | -307771.5237 | 745548.737 |
Total P&L (%) | 944.3606 | 849.0313 | 95.3293 | 437.7772 | -307.7715 | 745.5487 |
Avg Daily Profit (%) | 0.3962 | 0.3562 | 0.04 | 0.0706 | 0 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155311 | -165280 | -47668 | -6697004 | -6822894 | -436278 |
Profit Factor | 1.7834 | 1.8726 | 1.4101 | 1.0288 | 0.9772 | 1.4325 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 61.7391 | 60.8696 | 62.6087 | 61.7391 | 60.8696 | 62.6087 |
Ratio Avg Win / Avg Loss | 1.1052 | 1.2038 | 0.8421 | 0.6376 | 0.6282 | 0.8555 |
Largest Winning Trade | 265913 | 265913 | 12683 | 4633700 | 4633700 | 421113 |
Largest Losing Trade | -68148 | -68148 | -22070 | -3716039 | -3716039 | -319221 |
Avg Bars in Trades | 60 | 111 | 10 | 60 | 111 | 10 |
Avg Bars in Winners | 49 | 92 | 7 | 49 | 92 | 7 |
Avg Bars in Losers | 79 | 139 | 16 | 79 | 139 | 16 |
Bars Traded | 14000 | 12774 | 1226 | 14000 | 12774 | 1226 |
Profit Streak | 4.8571 | 4.8571 | 22.8571 | 4.8571 | 4.8571 | 22.8571 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567367 | 488121 | -137693 | -285440 | -579034 | -71001 |
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{ "first_band": { "type": "kcl", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 46, "offset": 0 } } }
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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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