Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141024.2883 | 231560.4547 | -90536.1664 | 5096277.5766 | 1149047.4708 | 3947230.1058 |
Total P&L (%) | 141.0243 | 231.5605 | -90.5362 | 5096.2776 | 1149.0475 | 3947.2301 |
Avg Daily Profit (%) | 0.0649 | 0.1065 | -0.0416 | 0.1819 | 0.1162 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -422139 | -29687 | -463383 | -1986112 | -1074335 | -1842442 |
Profit Factor | 1.2231 | 4.8277 | 0.8416 | 1.9459 | 1.7273 | 2.0366 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 21 | 21 | 40 | 20 | 20 |
Losing Trades | 19 | 10 | 9 | 21 | 11 | 10 |
Profitability (%) | 68.8525 | 67.7419 | 70 | 65.5738 | 64.5161 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5533 | 2.2989 | 0.3607 | 1.0216 | 0.95 | 1.0183 |
Largest Winning Trade | 64530 | 53141 | 64530 | 1754310 | 574040 | 1754310 |
Largest Losing Trade | -363463 | -19276 | -363463 | -1310702 | -750141 | -1310702 |
Avg Bars in Trades | 139 | 36 | 245 | 139 | 36 | 245 |
Avg Bars in Winners | 116 | 31 | 201 | 137 | 31 | 244 |
Avg Bars in Losers | 189 | 46 | 348 | 141 | 45 | 247 |
Bars Traded | 8492 | 1134 | 7358 | 8492 | 1134 | 7358 |
Profit Streak | 287.8447 | 447.8447 | 287.8447 | 287.8447 | 447.8447 | 287.8447 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270542 | -39520 | -577264 | -152121 | -33764 | 490518 |
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{ "first_band": { "type": "kcu", "factors": { "length": 23, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } } }
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# | 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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