Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055973.3623 | 934534.7556 | 121438.6068 | 1100057.4058 | 1216648.2676 | -116590.8618 |
Total P&L (%) | 1055.9734 | 934.5348 | 121.4386 | 1100.0574 | 1216.6483 | -116.5909 |
Avg Daily Profit (%) | 0.4538 | 0.4016 | 0.0522 | 0.1068 | 0.1108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163391 | -184819 | -91208 | -2655622 | -1829642 | -1718453 |
Profit Factor | 2.3633 | 3.0629 | 1.3776 | 1.1424 | 1.2862 | 0.9664 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 42.6667 | 34.2105 | 51.3514 | 42.6667 | 34.2105 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.1756 | 5.8902 | 1.3051 | 1.5351 | 2.4734 | 0.9156 |
Largest Winning Trade | 394153 | 394153 | 62810 | 1743543 | 1743543 | 652117 |
Largest Losing Trade | -59893 | -54815 | -59893 | -1718453 | -726294 | -1718453 |
Avg Bars in Trades | 180 | 214 | 146 | 180 | 214 | 146 |
Avg Bars in Winners | 235 | 287 | 200 | 235 | 287 | 200 |
Avg Bars in Losers | 139 | 176 | 88 | 139 | 176 | 88 |
Bars Traded | 13543 | 8139 | 5404 | 13543 | 8139 | 5404 |
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 | -49421 | 341460 | -122484 | -176802 | -49627 | -580597 |
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{ "first_band": { "type": "swma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 240, "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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