Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411918.4345 | 533053.2625 | -121134.8281 | -376879.4917 | 185781.2732 | -562660.765 |
Total P&L (%) | 411.9184 | 533.0533 | -121.1348 | -376.8795 | 185.7813 | -562.6608 |
Avg Daily Profit (%) | 0.164 | 0.2122 | -0.0482 | 0 | 0.0418 | 0 |
Buy And Hold Return (%) | 256.9774 | 256.9774 | 256.9774 | 256.9774 | 256.9774 | 256.9774 |
Max Trade Drawdown | -254971 | -111007 | -177037 | -941556 | -336054 | -719227 |
Profit Factor | 1.9076 | 3.5672 | 0.508 | 0.7302 | 1.3379 | 0.3359 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 14 | 21 | 29 | 14 | 15 |
Losing Trades | 24 | 15 | 9 | 30 | 15 | 15 |
Profitability (%) | 59.322 | 48.2759 | 70 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 1.3081 | 3.822 | 0.2177 | 0.7554 | 1.4335 | 0.3359 |
Largest Winning Trade | 568495 | 568495 | 29390 | 264870 | 264870 | 96480 |
Largest Losing Trade | -176582 | -47658 | -176582 | -666594 | -284449 | -666594 |
Avg Bars in Trades | 146 | 268 | 28 | 146 | 268 | 28 |
Avg Bars in Winners | 154 | 352 | 22 | 142 | 267 | 25 |
Avg Bars in Losers | 134 | 189 | 42 | 150 | 268 | 31 |
Bars Traded | 8626 | 7778 | 848 | 8626 | 7778 | 848 |
Profit Streak | 80.916 | 171.166 | 80.916 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177040 | 329400 | -577397 | -760607 | -303252 | -580547 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 249, "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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