Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992135.0945 | 912675.7019 | 79459.3927 | 4155147.4585 | 701251.9221 | 3453895.5364 |
Total P&L (%) | 992.1351 | 912.6757 | 79.4594 | 4155.1475 | 701.2519 | 3453.8955 |
Avg Daily Profit (%) | 0.4189 | 0.3853 | 0.0335 | 0.1585 | 0.0879 | 0.1509 |
Buy And Hold Return (%) | 538.407 | 538.407 | 538.407 | 538.407 | 538.407 | 538.407 |
Max Trade Drawdown | -134834 | -138202 | -80093 | -4547856 | -4477914 | -1272921 |
Profit Factor | 2.9174 | 4.3201 | 1.3276 | 1.3281 | 1.0873 | 1.7451 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 41.2698 | 37.5 | 45.1613 | 41.2698 | 37.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.1517 | 7.2002 | 1.6121 | 1.89 | 1.8122 | 2.1191 |
Largest Winning Trade | 371739 | 371739 | 63568 | 2800514 | 2800514 | 2424531 |
Largest Losing Trade | -34002 | -32239 | -34002 | -1781192 | -1781192 | -1272921 |
Avg Bars in Trades | 220 | 178 | 263 | 220 | 178 | 263 |
Avg Bars in Winners | 356 | 325 | 383 | 356 | 325 | 383 |
Avg Bars in Losers | 124 | 90 | 164 | 124 | 90 | 164 |
Bars Traded | 13876 | 5709 | 8167 | 13876 | 5709 | 8167 |
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 | -147130 | 111724 | -314411 | -145623 | -275110 | 310124 |
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 98 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 35, "scalar": 1 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 98 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 35, "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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