Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203388.3245 | 42920.2802 | 160468.0442 | -20666.1561 | -43325.9963 | 22659.8402 |
Total P&L (%) | 203.3883 | 42.9203 | 160.468 | -20.6662 | -43.326 | 22.6598 |
Avg Daily Profit (%) | 0.1569 | 0.0331 | 0.1238 | -0.0179 | -0.0438 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90279 | -68947 | -88254 | -180280 | -120572 | -176164 |
Profit Factor | 1.3353 | 1.1363 | 1.5499 | 0.9734 | 0.8832 | 1.0557 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 62.3318 | 58.0357 | 66.6667 | 62.3318 | 58.0357 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8069 | 0.8216 | 0.775 | 0.5883 | 0.6386 | 0.5278 |
Largest Winning Trade | 36407 | 24347 | 36407 | 48247 | 22858 | 48247 |
Largest Losing Trade | -87890 | -46915 | -87890 | -175424 | -57486 | -175424 |
Avg Bars in Trades | 11 | 5 | 16 | 11 | 5 | 16 |
Avg Bars in Winners | 7 | 4 | 10 | 7 | 4 | 10 |
Avg Bars in Losers | 16 | 7 | 28 | 16 | 7 | 28 |
Bars Traded | 2473 | 620 | 1852 | 2473 | 620 | 1852 |
Profit Streak | 58.6814 | 58.6814 | 60.6814 | 58.6814 | 58.6814 | 60.6814 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379644 | -220342 | -24141 | -576117 | -578259 | -334220 |
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 79, "offset": 0 } } }
# | 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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