Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405186.903 | 337700.7475 | 67486.1555 | 178043.2004 | 118590.0417 | 59453.1586 |
Total P&L (%) | 405.1869 | 337.7007 | 67.4862 | 178.0432 | 118.59 | 59.4532 |
Avg Daily Profit (%) | 0.2119 | 0.1766 | 0.0353 | 0.0535 | 0.0409 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143726 | -158759 | -104819 | -492318 | -601189 | -462308 |
Profit Factor | 1.9232 | 2.2107 | 1.4218 | 1.1075 | 1.1056 | 1.1113 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 68.8525 | 70 | 67.7419 | 68.8525 | 70 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.87 | 0.9475 | 0.677 | 0.501 | 0.4738 | 0.5292 |
Largest Winning Trade | 148626 | 148626 | 34809 | 309943 | 309943 | 155914 |
Largest Losing Trade | -59482 | -59482 | -52054 | -359168 | -359168 | -272946 |
Avg Bars in Trades | 177 | 320 | 38 | 177 | 320 | 38 |
Avg Bars in Winners | 88 | 144 | 32 | 88 | 144 | 32 |
Avg Bars in Losers | 374 | 732 | 52 | 374 | 732 | 52 |
Bars Traded | 10827 | 9620 | 1207 | 10827 | 9620 | 1207 |
Profit Streak | 72.1042 | 0 | 428.2708 | 72.1042 | 0 | 428.2708 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154401 | 410223 | -143145 | -388460 | -241711 | -257097 |
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{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 230, "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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