Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428505.1574 | 491988.3042 | -63483.1468 | -73921.621 | 45873.2759 | -119794.8969 |
Total P&L (%) | 428.5052 | 491.9883 | -63.4831 | -73.9216 | 45.8733 | -119.7949 |
Avg Daily Profit (%) | 0.2293 | 0.2632 | -0.034 | -0.0719 | 0.0202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209663 | -185590 | -52922 | -445110 | -348105 | -101193 |
Profit Factor | 1.8447 | 2.2184 | 0.3866 | 0.9087 | 1.0684 | 0.1363 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
Ratio Avg Win / Avg Loss | 2.6902 | 3.1427 | 0.5799 | 1.3252 | 1.5135 | 0.2044 |
Largest Winning Trade | 492323 | 492323 | 9623 | 390365 | 390365 | 6758 |
Largest Losing Trade | -56803 | -56803 | -23266 | -224933 | -224933 | -38307 |
Avg Bars in Trades | 375 | 710 | 51 | 375 | 710 | 51 |
Avg Bars in Winners | 484 | 906 | 62 | 484 | 906 | 62 |
Avg Bars in Losers | 300 | 572 | 44 | 300 | 572 | 44 |
Bars Traded | 22158 | 20600 | 1558 | 22158 | 20600 | 1558 |
Profit Streak | 0 | 101.6922 | 0 | 0 | 101.6922 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172031 | 371930 | -584714 | -762514 | -313849 | -584714 |
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{ "first_band": { "type": "swma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 153, "offset": 190, "scalar": 3 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 153, "offset": 190, "scalar": 3 } } }
# | 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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