Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219953.0838 | -5979.4048 | 225932.4885 | -131124.8809 | -102780.9364 | -28343.9445 |
Total P&L (%) | 219.9531 | -5.9794 | 225.9325 | -131.1249 | -102.7809 | -28.3439 |
Avg Daily Profit (%) | 0.1449 | -0.0039 | 0.1489 | 0 | 0 | -0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137088 | -52173 | -116301 | -1065814 | -164414 | -953998 |
Profit Factor | 1.5823 | 0.9574 | 1.9514 | 0.9242 | 0.781 | 0.9775 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 17 | 21 | 41 | 19 | 22 |
Losing Trades | 29 | 17 | 12 | 26 | 15 | 11 |
Profitability (%) | 56.7164 | 50 | 63.6364 | 61.194 | 55.8824 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2076 | 0.9574 | 1.1151 | 0.5861 | 0.6165 | 0.4888 |
Largest Winning Trade | 43511 | 21526 | 43511 | 218868 | 83594 | 218868 |
Largest Losing Trade | -103030 | -21599 | -103030 | -861007 | -125824 | -861007 |
Avg Bars in Trades | 42 | 18 | 66 | 42 | 18 | 66 |
Avg Bars in Winners | 35 | 17 | 50 | 37 | 16 | 54 |
Avg Bars in Losers | 50 | 18 | 95 | 50 | 20 | 91 |
Bars Traded | 2827 | 619 | 2208 | 2827 | 619 | 2208 |
Profit Streak | 0 | 0 | 0 | 83.3313 | 83.3313 | 90.3313 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117867 | -580517 | 361631 | -699364 | -579196 | -578083 |
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{ "first_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 42, "offset": 0, "scalar": 1 } } }
# | 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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