Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2145362.8117 | 2073850.7195 | 71512.0921 | 3468581.9655 | 1547746.5121 | 1920835.4534 |
Total P&L (%) | 2145.3628 | 2073.8507 | 71.5121 | 3468.582 | 1547.7465 | 1920.8355 |
Avg Daily Profit (%) | 1.1423 | 1.1042 | 0.0381 | 0.1905 | 0.1493 | 0.1602 |
Buy And Hold Return (%) | 286.599 | 286.599 | 286.599 | 286.599 | 286.599 | 286.599 |
Max Trade Drawdown | -111214 | -99968 | -66595 | -6594177 | -5100580 | -3061783 |
Profit Factor | 3.5085 | 5.4419 | 1.1841 | 1.1136 | 1.0906 | 1.1428 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 30.6878 | 23.4043 | 37.8947 | 30.6878 | 23.4043 | 37.8947 |
Ratio Avg Win / Avg Loss | 7.9244 | 17.8097 | 1.9407 | 2.5152 | 3.5693 | 1.8729 |
Largest Winning Trade | 1409533 | 1409533 | 49858 | 5978144 | 5978144 | 3108841 |
Largest Losing Trade | -26332 | -18502 | -26332 | -1349407 | -952705 | -1349407 |
Avg Bars in Trades | 117 | 125 | 109 | 117 | 125 | 109 |
Avg Bars in Winners | 222 | 270 | 193 | 222 | 270 | 193 |
Avg Bars in Losers | 71 | 81 | 58 | 71 | 81 | 58 |
Bars Traded | 22247 | 11809 | 10438 | 22247 | 11809 | 10438 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491171 | -15602 | -329680 | -93016 | -151281 | -59855 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 33, "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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