Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757500.6837 | 1752667.1693 | 4833.5144 | 81950.4916 | -13177.4526 | 95127.9442 |
Total P&L (%) | 1757.5007 | 1752.6672 | 4.8335 | 81.9505 | -13.1775 | 95.1279 |
Avg Daily Profit (%) | 0.945 | 0.9424 | 0.0026 | 0.0322 | -0.0076 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156264 | -158516 | -30406 | -1475583 | -1511903 | -125013 |
Profit Factor | 4.3801 | 5.0379 | 1.0563 | 1.028 | 0.9948 | 1.243 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 42.4242 | 38.7755 | 46 | 42.4242 | 38.7755 | 46 |
Ratio Avg Win / Avg Loss | 5.9444 | 7.9547 | 1.24 | 1.3951 | 1.5707 | 1.4592 |
Largest Winning Trade | 1833892 | 1833892 | 12254 | 1158738 | 1158738 | 105814 |
Largest Losing Trade | -49332 | -49332 | -13684 | -501612 | -501612 | -70907 |
Avg Bars in Trades | 104 | 206 | 4 | 104 | 206 | 4 |
Avg Bars in Winners | 132 | 286 | 5 | 132 | 286 | 5 |
Avg Bars in Losers | 84 | 155 | 4 | 84 | 155 | 4 |
Bars Traded | 10364 | 10130 | 234 | 10364 | 10130 | 234 |
Profit Streak | 114.9753 | 0 | 126.9753 | 114.9753 | 0 | 126.9753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666475 | 606366 | -694518 | -341749 | -582269 | -325903 |
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{ "first_band": { "type": "swma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 3 } } }
# | 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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