Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140637.8734 | 66724.7874 | 73913.0859 | 205597.3706 | 122608.5787 | 82988.7918 |
Total P&L (%) | 140.6379 | 66.7248 | 73.9131 | 205.5974 | 122.6086 | 82.9888 |
Avg Daily Profit (%) | 0.54 | 0.2562 | 0.2838 | 0.4299 | 0.3078 | 0.2323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55162 | -59758 | -24016 | -49693 | -51382 | -22846 |
Profit Factor | 1.526 | 1.4723 | 1.5862 | 1.7172 | 1.8597 | 1.5761 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 45.9459 | 47.2973 | 44.5946 | 45.9459 | 47.2973 | 44.5946 |
Ratio Avg Win / Avg Loss | 1.7953 | 1.6406 | 1.9708 | 2.0202 | 2.0723 | 1.9581 |
Largest Winning Trade | 26762 | 26762 | 16434 | 36513 | 36513 | 24006 |
Largest Losing Trade | -11309 | -11309 | -9039 | -19490 | -12371 | -19490 |
Avg Bars in Trades | 166 | 182 | 151 | 166 | 182 | 151 |
Avg Bars in Winners | 222 | 223 | 220 | 222 | 223 | 220 |
Avg Bars in Losers | 119 | 145 | 94 | 119 | 145 | 94 |
Bars Traded | 24693 | 13512 | 11181 | 24693 | 13512 | 11181 |
Profit Streak | 9.5205 | 14.333 | 9.5205 | 9.5205 | 14.333 | 9.5205 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435968 | -55279 | -55565 | 426484 | -53339 | -56067 |
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{ "first_band": { "type": "swma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 5 } } }
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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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