Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262250.448 | 97632.746 | 164617.7021 | -4031115.8661 | 537876.9802 | -4568992.8463 |
Total P&L (%) | 262.2504 | 97.6327 | 164.6177 | -4031.1159 | 537.877 | -4568.9928 |
Avg Daily Profit (%) | 0.1576 | 0.0587 | 0.0989 | 0 | 0.1114 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245798 | -48232 | -227019 | -4852324 | -1625430 | -4753752 |
Profit Factor | 1.4734 | 1.5419 | 1.4404 | 0.7034 | 1.1432 | 0.5354 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 27 | 34 | 35 | 20 | 15 |
Losing Trades | 33 | 20 | 13 | 59 | 27 | 32 |
Profitability (%) | 64.8936 | 57.4468 | 72.3404 | 37.234 | 42.5532 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.7971 | 1.1421 | 0.5507 | 1.1857 | 1.5434 | 1.1422 |
Largest Winning Trade | 58859 | 40269 | 58859 | 2513937 | 1031446 | 2513937 |
Largest Losing Trade | -224914 | -43720 | -224914 | -779400 | -309911 | -779400 |
Avg Bars in Trades | 68 | 31 | 106 | 68 | 31 | 106 |
Avg Bars in Winners | 64 | 29 | 92 | 69 | 33 | 117 |
Avg Bars in Losers | 76 | 33 | 142 | 68 | 29 | 101 |
Bars Traded | 6472 | 1474 | 4998 | 6472 | 1474 | 4998 |
Profit Streak | 61.8192 | 98.5692 | 61.8192 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366092 | -111430 | -58128 | -583825 | -108560 | -586063 |
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{ "first_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "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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