Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2435490.9264 | 2318287.8821 | 117203.0444 | 5226456.269 | 3500886.4616 | 1725569.8074 |
Total P&L (%) | 2435.4909 | 2318.2879 | 117.203 | 5226.4563 | 3500.8865 | 1725.5698 |
Avg Daily Profit (%) | 1.0956 | 1.0429 | 0.0527 | 0.179 | 0.1613 | 0.1307 |
Buy And Hold Return (%) | 803.1212 | 803.1212 | 803.1212 | 803.1212 | 803.1212 | 803.1212 |
Max Trade Drawdown | -124400 | -66638 | -99388 | -14227003 | -6002352 | -11920668 |
Profit Factor | 5.1986 | 9.1387 | 1.397 | 1.1281 | 1.173 | 1.084 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 42.8571 | 47.3684 | 38.4615 | 42.8571 | 47.3684 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.9314 | 10.1541 | 2.2352 | 1.5042 | 1.3033 | 1.7343 |
Largest Winning Trade | 2143117 | 2143117 | 47679 | 7655847 | 7655847 | 3983315 |
Largest Losing Trade | -30723 | -30723 | -26651 | -3495576 | -2352119 | -3495576 |
Avg Bars in Trades | 83 | 87 | 79 | 83 | 87 | 79 |
Avg Bars in Winners | 126 | 126 | 127 | 126 | 126 | 127 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 6437 | 3337 | 3100 | 6437 | 3337 | 3100 |
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 | -30774 | 636580 | -290965 | -120001 | -25434 | -155504 |
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{ "first_band": { "type": "swma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 88, "offset": 0, "scalar": 2 } } }
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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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