Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2456730.7154 | -14263.3455 | -2442467.3699 | 1301619.8962 | -47762731.4006 | 49064351.2968 |
Total P&L (%) | -2456.7307 | -14.2633 | -2442.4674 | 1301.6199 | -47762.7314 | 49064.3513 |
Avg Daily Profit (%) | -1.3151 | -0.0076 | -1.3075 | 0.1414 | 0 | 0.3323 |
Buy And Hold Return (%) | 6400.9583 | 6400.9583 | 6400.9583 | 6400.9583 | 6400.9583 | 6400.9583 |
Max Trade Drawdown | -2603834 | -113706 | -2548841 | -66302659 | -49914569 | -35244140 |
Profit Factor | 0.2357 | 0.9459 | 0.1723 | 1.0093 | 0.3508 | 1.7414 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 179 | 80 | 99 | 169 | 80 | 89 |
Losing Trades | 68 | 44 | 24 | 78 | 44 | 34 |
Profitability (%) | 72.4696 | 64.5161 | 80.4878 | 68.4211 | 64.5161 | 72.3577 |
Ratio Avg Win / Avg Loss | 0.0895 | 0.5202 | 0.0418 | 0.4658 | 0.1929 | 0.6652 |
Largest Winning Trade | 39231 | 39231 | 17704 | 27584135 | 2061537 | 27584135 |
Largest Losing Trade | -1479780 | -50118 | -1479780 | -34690446 | -31155051 | -34690446 |
Avg Bars in Trades | 87 | 21 | 153 | 87 | 21 | 153 |
Avg Bars in Winners | 34 | 10 | 54 | 63 | 13 | 107 |
Avg Bars in Losers | 225 | 41 | 561 | 139 | 35 | 273 |
Bars Traded | 21521 | 2660 | 18861 | 21521 | 2660 | 18861 |
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 | -576572 | -578843 | -576791 | -377858 | -578843 | 455057 |
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{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 152, "offset": 0, "scalar": 4 } } }
# | 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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