Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91059.2293 | 59977.7899 | 31081.4393 | 108758.4685 | 86953.9 | 21804.5685 |
Total P&L (%) | 91.0592 | 59.9778 | 31.0814 | 108.7585 | 86.9539 | 21.8046 |
Avg Daily Profit (%) | 0.3497 | 0.2303 | 0.1194 | 0.283 | 0.2406 | 0.0758 |
Buy And Hold Return (%) | 13.6061 | 13.6061 | 13.6061 | 13.6061 | 13.6061 | 13.6061 |
Max Trade Drawdown | -31071 | -44960 | -19488 | -33722 | -47767 | -38730 |
Profit Factor | 1.6061 | 1.7012 | 1.4804 | 1.5379 | 1.8162 | 1.228 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 51.8072 | 51.2195 | 52.381 | 51.8072 | 51.2195 | 52.381 |
Ratio Avg Win / Avg Loss | 1.494 | 1.6202 | 1.3458 | 1.4306 | 1.7297 | 1.1163 |
Largest Winning Trade | 26032 | 26032 | 12692 | 27383 | 27383 | 13960 |
Largest Losing Trade | -13022 | -13022 | -9690 | -20705 | -13458 | -20705 |
Avg Bars in Trades | 294 | 453 | 138 | 294 | 453 | 138 |
Avg Bars in Winners | 380 | 585 | 184 | 380 | 585 | 184 |
Avg Bars in Losers | 201 | 314 | 89 | 201 | 314 | 89 |
Bars Traded | 24409 | 18574 | 5834 | 24409 | 18574 | 5834 |
Profit Streak | 0 | 30.6069 | 0 | 0 | 30.6069 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294675 | 343574 | -38522 | 267461 | 407031 | -102716 |
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{ "first_band": { "type": "swma", "factors": { "length": 179, "offset": 93 } }, "second_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 3 } } }
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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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