Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999746.0448 | 893669.7857 | 106076.2591 | 6565575.3061 | 4665325.0843 | 1900250.2218 |
Total P&L (%) | 999.746 | 893.6698 | 106.0763 | 6565.5753 | 4665.3251 | 1900.2502 |
Avg Daily Profit (%) | 0.5513 | 0.4928 | 0.0585 | 0.2318 | 0.2133 | 0.1653 |
Buy And Hold Return (%) | 549.3731 | 549.3731 | 549.3731 | 549.3731 | 549.3731 | 549.3731 |
Max Trade Drawdown | -89286 | -70000 | -73646 | -3103352 | -2153151 | -2064432 |
Profit Factor | 2.4534 | 3.673 | 1.3 | 1.4174 | 1.6474 | 1.2229 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.6226 | 4.8032 | 1.1375 | 1.5151 | 2.1543 | 1.07 |
Largest Winning Trade | 260964 | 260964 | 69478 | 2428236 | 2428236 | 1702657 |
Largest Losing Trade | -48045 | -24275 | -48045 | -1826928 | -1059823 | -1826928 |
Avg Bars in Trades | 179 | 174 | 183 | 179 | 174 | 183 |
Avg Bars in Winners | 255 | 256 | 255 | 255 | 256 | 255 |
Avg Bars in Losers | 107 | 111 | 101 | 107 | 111 | 101 |
Bars Traded | 21486 | 10458 | 11028 | 21486 | 10458 | 11028 |
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 | 262633 | -163788 | -449257 | 356129 | -160501 | -164097 |
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 55 } }, "second_band": { "type": "kcb", "factors": { "length": 175, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 161, "offset": 55 } }, "second_band": { "type": "kcb", "factors": { "length": 175, "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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