Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000716.8525 | 894740.5553 | 105976.2972 | 8177552.5658 | 5848879.2957 | 2328673.2702 |
Total P&L (%) | 1000.7169 | 894.7406 | 105.9763 | 8177.5526 | 5848.8793 | 2328.6733 |
Avg Daily Profit (%) | 0.5484 | 0.4904 | 0.0581 | 0.2423 | 0.2242 | 0.175 |
Buy And Hold Return (%) | 636.3885 | 636.3885 | 636.3885 | 636.3885 | 636.3885 | 636.3885 |
Max Trade Drawdown | -108585 | -64904 | -98133 | -4479312 | -3227168 | -3923897 |
Profit Factor | 2.5561 | 4.235 | 1.2891 | 1.3712 | 1.6284 | 1.183 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 46.6019 | 39.2157 | 53.8462 | 46.6019 | 39.2157 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.9288 | 6.5642 | 1.105 | 1.5712 | 2.5241 | 1.014 |
Largest Winning Trade | 305035 | 305035 | 71765 | 3478103 | 3478103 | 2565747 |
Largest Losing Trade | -33352 | -26364 | -33352 | -3118788 | -1646842 | -3118788 |
Avg Bars in Trades | 103 | 97 | 108 | 103 | 97 | 108 |
Avg Bars in Winners | 157 | 156 | 159 | 157 | 156 | 159 |
Avg Bars in Losers | 55 | 59 | 49 | 55 | 59 | 49 |
Bars Traded | 10627 | 4973 | 5654 | 10627 | 4973 | 5654 |
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 | 183701 | -205973 | -460683 | 323359 | -172921 | -193439 |
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{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "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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