Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523441.6795 | 1429590.5185 | 93851.1611 | 628967.8928 | -712357.8899 | 1341325.7827 |
Total P&L (%) | 1523.4417 | 1429.5905 | 93.8512 | 628.9679 | -712.3579 | 1341.3258 |
Avg Daily Profit (%) | 0.8179 | 0.7675 | 0.0504 | 0.1067 | 0 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108272 | -145255 | -49795 | -3768706 | -4358560 | -1133635 |
Profit Factor | 2.6474 | 3.3983 | 1.2856 | 1.0348 | 0.9388 | 1.2092 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 93 | 35 | 58 | 93 | 35 | 58 |
Losing Trades | 166 | 94 | 72 | 166 | 94 | 72 |
Profitability (%) | 35.9073 | 27.1318 | 44.6154 | 35.9073 | 27.1318 | 44.6154 |
Ratio Avg Win / Avg Loss | 4.7255 | 9.1268 | 1.5959 | 1.8471 | 2.5215 | 1.501 |
Largest Winning Trade | 1352424 | 1352424 | 31189 | 1701099 | 1701099 | 780497 |
Largest Losing Trade | -17969 | -17969 | -16895 | -703717 | -584860 | -703717 |
Avg Bars in Trades | 85 | 131 | 39 | 85 | 131 | 39 |
Avg Bars in Winners | 146 | 291 | 59 | 146 | 291 | 59 |
Avg Bars in Losers | 50 | 71 | 23 | 50 | 71 | 23 |
Bars Traded | 22032 | 16928 | 5104 | 22032 | 16928 | 5104 |
Profit Streak | 17.0509 | 0 | 31.9675 | 17.0509 | 0 | 31.9675 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528339 | -1244 | -126278 | -234777 | -598631 | -2375 |
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{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 22, "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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