Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570618.2438 | 1546178.7951 | 24439.4487 | 2580980.2335 | 2486109.7543 | 94870.4792 |
Total P&L (%) | 1570.6182 | 1546.1788 | 24.4394 | 2580.9802 | 2486.1098 | 94.8705 |
Avg Daily Profit (%) | 0.7138 | 0.7026 | 0.0111 | 0.1496 | 0.1479 | 0.0303 |
Buy And Hold Return (%) | 545.5646 | 545.5646 | 545.5646 | 545.5646 | 545.5646 | 545.5646 |
Max Trade Drawdown | -128386 | -133478 | -12934 | -4004332 | -3951870 | -448775 |
Profit Factor | 5.8924 | 6.6769 | 1.5022 | 1.3193 | 1.3567 | 1.0851 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 49.1525 | 44.8276 | 53.3333 | 49.1525 | 44.8276 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.0956 | 8.2177 | 1.3144 | 1.3647 | 1.6698 | 0.9495 |
Largest Winning Trade | 1075878 | 1075878 | 17592 | 4053074 | 4053074 | 380360 |
Largest Losing Trade | -56850 | -56850 | -9644 | -2176743 | -2176743 | -448775 |
Avg Bars in Trades | 67 | 132 | 3 | 67 | 132 | 3 |
Avg Bars in Winners | 66 | 144 | 3 | 66 | 144 | 3 |
Avg Bars in Losers | 67 | 123 | 4 | 67 | 123 | 4 |
Bars Traded | 3967 | 3851 | 116 | 3967 | 3851 | 116 |
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 | -162169 | 559332 | -341794 | -174167 | 93434 | -446059 |
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{ "first_band": { "type": "swma", "factors": { "length": 3, "offset": 53 } }, "second_band": { "type": "kcu", "factors": { "length": 85, "offset": 0, "scalar": 4 } } }
# | 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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