Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195736.5069 | 1208838.4483 | -13101.9413 | 804699.7973 | 1413697.7091 | -608997.9118 |
Total P&L (%) | 1195.7365 | 1208.8384 | -13.1019 | 804.6998 | 1413.6977 | -608.9979 |
Avg Daily Profit (%) | 0.658 | 0.6652 | -0.0072 | 0.1213 | 0.1496 | 0 |
Buy And Hold Return (%) | 619.3608 | 619.3608 | 619.3608 | 619.3608 | 619.3608 | 619.3608 |
Max Trade Drawdown | -157737 | -94606 | -130809 | -2186887 | -1344689 | -1048204 |
Profit Factor | 2.9847 | 5.2591 | 0.9589 | 1.1703 | 1.6766 | 0.769 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 39.6825 | 41.9355 | 37.5 | 39.6825 | 41.9355 | 37.5 |
Ratio Avg Win / Avg Loss | 4.5368 | 7.2818 | 1.5981 | 1.7788 | 2.3214 | 1.2817 |
Largest Winning Trade | 638880 | 638880 | 77483 | 1240741 | 1240741 | 635047 |
Largest Losing Trade | -44522 | -38164 | -44522 | -471449 | -471449 | -453220 |
Avg Bars in Trades | 83 | 79 | 86 | 83 | 79 | 86 |
Avg Bars in Winners | 141 | 132 | 151 | 141 | 132 | 151 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 5254 | 2473 | 2781 | 5254 | 2473 | 2781 |
Profit Streak | 0 | 159.9982 | 0 | 0 | 159.9982 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144988 | 380776 | -582893 | -290796 | 110525 | -584004 |
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{ "first_band": { "type": "swma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 3 } } }
# | 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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