Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85062.0946 | 37489.8205 | 47572.2741 | 91221.1914 | 49584.5927 | 41636.5986 |
Total P&L (%) | 85.0621 | 37.4898 | 47.5723 | 91.2212 | 49.5846 | 41.6366 |
Avg Daily Profit (%) | 0.3266 | 0.144 | 0.1827 | 0.2492 | 0.1548 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37764 | -49556 | -17581 | -35641 | -43132 | -29941 |
Profit Factor | 1.5059 | 1.3322 | 1.8606 | 1.4858 | 1.4121 | 1.6171 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 49.4505 | 46.6667 | 52.1739 | 49.4505 | 46.6667 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5393 | 1.5225 | 1.7055 | 1.5188 | 1.6138 | 1.4824 |
Largest Winning Trade | 33625 | 33625 | 17683 | 37079 | 37079 | 16856 |
Largest Losing Trade | -12353 | -12353 | -6520 | -11716 | -11716 | -10594 |
Avg Bars in Trades | 265 | 372 | 161 | 265 | 372 | 161 |
Avg Bars in Winners | 380 | 568 | 216 | 380 | 568 | 216 |
Avg Bars in Losers | 152 | 199 | 101 | 152 | 199 | 101 |
Bars Traded | 24165 | 16747 | 7419 | 24165 | 16747 | 7419 |
Profit Streak | 6.7311 | 0 | 15.9915 | 6.7311 | 0 | 15.9915 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377183 | -4540 | 341451 | 348944 | 184255 | -14561 |
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{ "first_band": { "type": "swma", "factors": { "length": 154, "offset": 90 } }, "second_band": { "type": "kcu", "factors": { "length": 124, "offset": 0, "scalar": 3 } } }
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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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