Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2865297.3517 | 2750943.9898 | 114353.362 | 9149282.1329 | 1438195.438 | 7711086.6949 |
Total P&L (%) | 2865.2974 | 2750.944 | 114.3534 | 9149.2821 | 1438.1954 | 7711.0867 |
Avg Daily Profit (%) | 1.2863 | 1.235 | 0.0513 | 0.2034 | 0.1228 | 0.1958 |
Buy And Hold Return (%) | 641.4224 | 641.4224 | 641.4224 | 641.4224 | 641.4224 | 641.4224 |
Max Trade Drawdown | -54956 | -58245 | -32913 | -7576484 | -8081412 | -4404938 |
Profit Factor | 6.7686 | 9.3361 | 1.686 | 1.2445 | 1.0575 | 1.6224 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 8.5042 | 12.2843 | 2.0232 | 1.5637 | 1.3914 | 1.9469 |
Largest Winning Trade | 2552742 | 2552742 | 46245 | 4975801 | 4975801 | 3501447 |
Largest Losing Trade | -23146 | -23146 | -18080 | -2892801 | -2892801 | -2383780 |
Avg Bars in Trades | 48 | 74 | 22 | 48 | 74 | 22 |
Avg Bars in Winners | 74 | 115 | 35 | 74 | 115 | 35 |
Avg Bars in Losers | 27 | 42 | 11 | 27 | 42 | 11 |
Bars Traded | 4257 | 3264 | 992 | 4257 | 3264 | 992 |
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 | 660051 | 630477 | -288371 | 250150 | -193861 | 347121 |
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{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
# | 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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