Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -127189.5824 | 100093.4374 | -227283.0198 | 6830022.2509 | 893507.0824 | 5936515.1685 |
Total P&L (%) | -127.1896 | 100.0934 | -227.283 | 6830.0223 | 893.5071 | 5936.5152 |
Avg Daily Profit (%) | -0.0585 | 0.046 | -0.1045 | 0.195 | 0.1056 | 0.1887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -523617 | -31838 | -531783 | -5133542 | -1674576 | -5133542 |
Profit Factor | 0.8437 | 1.7826 | 0.6685 | 1.5372 | 1.2013 | 1.7174 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 20 | 24 | 46 | 23 | 23 |
Losing Trades | 33 | 19 | 14 | 31 | 16 | 15 |
Profitability (%) | 57.1429 | 51.2821 | 63.1579 | 59.7403 | 58.9744 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.6328 | 1.6935 | 0.39 | 1.036 | 0.8357 | 1.12 |
Largest Winning Trade | 53561 | 36072 | 53561 | 1596500 | 1202430 | 1596500 |
Largest Losing Trade | -341914 | -17539 | -341914 | -5133542 | -730038 | -5133542 |
Avg Bars in Trades | 159 | 52 | 269 | 159 | 52 | 269 |
Avg Bars in Winners | 160 | 53 | 250 | 163 | 52 | 273 |
Avg Bars in Losers | 158 | 51 | 302 | 154 | 52 | 263 |
Bars Traded | 12297 | 2054 | 10242 | 12297 | 2054 | 10242 |
Profit Streak | 285.5459 | 442.7125 | 285.5459 | 285.5459 | 442.7125 | 285.5459 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624459 | -126513 | -578090 | -33816 | -51208 | 447505 |
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{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 159, "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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