Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362170.4134 | 474971.418 | -112801.0046 | -101326.629 | 926859.7531 | -1028186.382 |
Total P&L (%) | 362.1704 | 474.9714 | -112.801 | -101.3266 | 926.8598 | -1028.1864 |
Avg Daily Profit (%) | 0.1566 | 0.2054 | -0.0488 | 0 | 0.1008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236403 | -82763 | -217340 | -1846534 | -464768 | -1416899 |
Profit Factor | 1.4983 | 3.3666 | 0.7856 | 0.9584 | 2.5695 | 0.4427 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 20 | 13 | 32 | 20 | 12 |
Losing Trades | 34 | 14 | 20 | 35 | 14 | 21 |
Profitability (%) | 49.2537 | 58.8235 | 39.3939 | 47.7612 | 58.8235 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.5437 | 2.3566 | 1.2086 | 1.0482 | 1.7987 | 0.7748 |
Largest Winning Trade | 181282 | 181282 | 88135 | 527877 | 527877 | 418400 |
Largest Losing Trade | -100887 | -26341 | -100887 | -527677 | -265578 | -527677 |
Avg Bars in Trades | 178 | 58 | 301 | 178 | 58 | 301 |
Avg Bars in Winners | 291 | 74 | 624 | 262 | 70 | 583 |
Avg Bars in Losers | 69 | 37 | 91 | 101 | 42 | 140 |
Bars Traded | 11957 | 2005 | 9952 | 11957 | 2005 | 9952 |
Profit Streak | 132.5413 | 132.5413 | 138.208 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110673 | 568791 | -582690 | -701259 | -51995 | -586105 |
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{ "first_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 54, "offset": 0 } } }
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# | 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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