Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1897042.12 | 93813.4241 | -1990855.5441 | -11165138.7862 | -39003441.5566 | 27838302.7704 |
Total P&L (%) | -1897.0421 | 93.8134 | -1990.8555 | -11165.1388 | -39003.4416 | 27838.3028 |
Avg Daily Profit (%) | -1.0149 | 0.0502 | -1.0651 | 0 | 0 | 0.3018 |
Buy And Hold Return (%) | 6854.3389 | 6854.3389 | 6854.3389 | 6854.3389 | 6854.3389 | 6854.3389 |
Max Trade Drawdown | -1989905 | -119181 | -2029927 | -70554589 | -48823040 | -39052294 |
Profit Factor | 0.2417 | 1.4436 | 0.1307 | 0.9064 | 0.3666 | 1.482 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 64 | 31 | 33 | 49 | 19 | 30 |
Losing Trades | 32 | 17 | 15 | 47 | 29 | 18 |
Profitability (%) | 66.6667 | 64.5833 | 68.75 | 51.0417 | 39.5833 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1208 | 0.7917 | 0.0594 | 0.8694 | 0.5595 | 0.8892 |
Largest Winning Trade | 64537 | 64537 | 35893 | 27477578 | 6323356 | 27477578 |
Largest Losing Trade | -1208063 | -61551 | -1208063 | -32083247 | -18355405 | -32083247 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 32 | 38 | 25 | 59 | 55 | 62 |
Avg Bars in Losers | 152 | 126 | 182 | 85 | 78 | 95 |
Bars Traded | 6936 | 3347 | 3589 | 6936 | 3347 | 3589 |
Profit Streak | 51.8004 | 158.5504 | 0 | 0 | 0 | 79.3004 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577520 | -289010 | -578258 | -580387 | -584740 | 307303 |
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{ "first_band": { "type": "swma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 5 } } }
# | 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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