Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117596.4778 | 88901.3586 | 28695.1192 | 143832.9404 | 99782.9239 | 44050.0165 |
Total P&L (%) | 117.5965 | 88.9014 | 28.6951 | 143.8329 | 99.7829 | 44.05 |
Avg Daily Profit (%) | 0.2258 | 0.1707 | 0.0551 | 0.1713 | 0.133 | 0.0701 |
Buy And Hold Return (%) | 24.5989 | 24.5989 | 24.5989 | 24.5989 | 24.5989 | 24.5989 |
Max Trade Drawdown | -41731 | -39144 | -6432 | -98094 | -94301 | -10240 |
Profit Factor | 1.8608 | 1.772 | 2.3376 | 1.5661 | 1.456 | 2.25 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 61.4458 | 65.8537 | 57.1429 | 61.4458 | 65.8537 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1676 | 0.9188 | 1.7532 | 0.9826 | 0.7549 | 1.6875 |
Largest Winning Trade | 37729 | 37729 | 7402 | 58646 | 58646 | 14803 |
Largest Losing Trade | -39144 | -39144 | -4808 | -94301 | -94301 | -7754 |
Avg Bars in Trades | 292 | 557 | 32 | 292 | 557 | 32 |
Avg Bars in Winners | 170 | 290 | 35 | 170 | 290 | 35 |
Avg Bars in Losers | 485 | 1073 | 27 | 485 | 1073 | 27 |
Bars Traded | 24236 | 22876 | 1360 | 24236 | 22876 | 1360 |
Profit Streak | 15.008 | 15.2371 | 15.008 | 15.008 | 15.2371 | 15.008 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349965 | 269784 | -227601 | 274967 | -16215 | -102350 |
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{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 112, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 112, "offset": 0, "scalar": 2 } } }
# | 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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