Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117611.5276 | 61611.689 | 55999.8386 | 180357.4604 | 100795.635 | 79561.8254 |
Total P&L (%) | 117.6115 | 61.6117 | 55.9998 | 180.3575 | 100.7956 | 79.5618 |
Avg Daily Profit (%) | 0.2562 | 0.1342 | 0.122 | 0.2248 | 0.152 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22023 | -7881 | -17353 | -35026 | -11527 | -30447 |
Profit Factor | 2.5196 | 4.7736 | 1.917 | 2.6388 | 5.0821 | 1.932 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 17 | 6 | 11 | 17 | 6 | 11 |
Profitability (%) | 71.1864 | 80 | 62.069 | 71.1864 | 80 | 62.069 |
Ratio Avg Win / Avg Loss | 1.0198 | 1.1934 | 1.1715 | 1.0681 | 1.2705 | 1.1807 |
Largest Winning Trade | 30812 | 23997 | 30812 | 54257 | 54257 | 53256 |
Largest Losing Trade | -18067 | -7881 | -18067 | -24453 | -11527 | -24453 |
Avg Bars in Trades | 171 | 40 | 308 | 171 | 40 | 308 |
Avg Bars in Winners | 100 | 41 | 178 | 100 | 41 | 178 |
Avg Bars in Losers | 349 | 36 | 520 | 349 | 36 | 520 |
Bars Traded | 10143 | 1201 | 8942 | 10143 | 1201 | 8942 |
Profit Streak | 626.2267 | 626.2684 | 626.2267 | 626.2267 | 626.2684 | 626.2267 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164392 | -3870 | -27238 | -164430 | 647606 | -18806 |
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{ "first_band": { "type": "kcu", "factors": { "length": 27, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 224, "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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