Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177880.9367 | -11940.9338 | 189821.8705 | 261126.3152 | -146108.4479 | 407234.763 |
Total P&L (%) | 177.8809 | -11.9409 | 189.8219 | 261.1263 | -146.1084 | 407.2348 |
Avg Daily Profit (%) | 0.173 | -0.0116 | 0.1846 | 0.125 | 0 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35179 | -65261 | -33528 | -135571 | -229389 | -41232 |
Profit Factor | 1.9886 | 0.8906 | 3.6802 | 1.576 | 0.5552 | 4.2614 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 70.6897 | 65.5172 | 75.8621 | 70.6897 | 65.5172 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.8245 | 0.4687 | 1.171 | 0.6535 | 0.2922 | 1.3559 |
Largest Winning Trade | 29875 | 15873 | 29875 | 56488 | 28485 | 56488 |
Largest Losing Trade | -35179 | -35179 | -33528 | -135571 | -135571 | -41232 |
Avg Bars in Trades | 97 | 65 | 129 | 97 | 65 | 129 |
Avg Bars in Winners | 82 | 47 | 113 | 82 | 47 | 113 |
Avg Bars in Losers | 133 | 99 | 181 | 133 | 99 | 181 |
Bars Traded | 5650 | 1896 | 3753 | 5650 | 1896 | 3753 |
Profit Streak | 53.0166 | 86.5166 | 0 | 53.0166 | 86.5166 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167864 | -578263 | 594110 | -202335 | -578263 | 601279 |
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{ "first_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "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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