Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2558821.4786 | 145.8279 | -2558967.3065 | -5786423.4685 | -62594957.2941 | 56808533.8256 |
Total P&L (%) | -2558.8215 | 0.1458 | -2558.9673 | -5786.4235 | -62594.9573 | 56808.5338 |
Avg Daily Profit (%) | -1.3741 | 0.0001 | -1.3742 | 0 | 0 | 0.3413 |
Buy And Hold Return (%) | 9232.3331 | 9232.3331 | 9232.3331 | 9232.3331 | 9232.3331 | 9232.3331 |
Max Trade Drawdown | -2697502 | -138493 | -2644035 | -89243243 | -78076181 | -33696109 |
Profit Factor | 0.1926 | 1.0006 | 0.1214 | 0.9609 | 0.3451 | 2.0877 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 142 | 67 | 75 | 95 | 43 | 52 |
Losing Trades | 46 | 27 | 19 | 93 | 51 | 42 |
Profitability (%) | 75.5319 | 71.2766 | 79.7872 | 50.5319 | 45.7447 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.0624 | 0.4032 | 0.0308 | 0.9406 | 0.4093 | 1.6862 |
Largest Winning Trade | 19426 | 19426 | 15531 | 44588436 | 4059627 | 44588436 |
Largest Losing Trade | -1788567 | -57950 | -1788567 | -28627692 | -28627692 | -21821878 |
Avg Bars in Trades | 56 | 35 | 77 | 56 | 35 | 77 |
Avg Bars in Winners | 17 | 11 | 22 | 51 | 24 | 73 |
Avg Bars in Losers | 178 | 96 | 295 | 62 | 45 | 83 |
Bars Traded | 10686 | 3382 | 7304 | 10686 | 3382 | 7304 |
Profit Streak | 44.4735 | 83.3068 | 0 | 0 | 0 | 81.6401 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575929 | -576354 | -576942 | -579724 | -582736 | 489390 |
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{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "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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