Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72585.6825 | 206801.2577 | -134215.5751 | -217965.0043 | -141423.0575 | -76541.9468 |
Total P&L (%) | 72.5857 | 206.8013 | -134.2156 | -217.965 | -141.4231 | -76.5419 |
Avg Daily Profit (%) | 0.0583 | 0.1662 | -0.1079 | 0 | 0 | -0.1165 |
Buy And Hold Return (%) | 16.0174 | 16.0174 | 16.0174 | 16.0174 | 16.0174 | 16.0174 |
Max Trade Drawdown | -229926 | -39162 | -132921 | -515925 | -151036 | -168138 |
Profit Factor | 1.1199 | 2.8855 | 0.7291 | 0.7186 | 0.367 | 0.8611 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 23 | 19 | 21 | 10 | 11 |
Losing Trades | 21 | 9 | 12 | 42 | 22 | 20 |
Profitability (%) | 66.6667 | 71.875 | 61.2903 | 33.3333 | 31.25 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.56 | 1.1291 | 0.4605 | 1.4371 | 0.8073 | 1.5656 |
Largest Winning Trade | 44894 | 36634 | 44894 | 383606 | 24677 | 383606 |
Largest Losing Trade | -226439 | -37947 | -226439 | -248208 | -43550 | -248208 |
Avg Bars in Trades | 114 | 50 | 180 | 114 | 50 | 180 |
Avg Bars in Winners | 88 | 42 | 144 | 153 | 70 | 228 |
Avg Bars in Losers | 166 | 71 | 238 | 95 | 41 | 154 |
Bars Traded | 7229 | 1622 | 5607 | 7229 | 1622 | 5607 |
Profit Streak | 24.5239 | 24.5239 | 38.1906 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -354836 | 542790 | -578808 | -736870 | -588102 | -583685 |
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{ "first_band": { "type": "kcu", "factors": { "length": 118, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 138, "offset": 0 } } }
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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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