Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7436027.3732 | 7566437.8566 | -130410.4834 | 72440.4379 | 141161.6224 | -68721.1845 |
Total P&L (%) | 7436.0274 | 7566.4379 | -130.4105 | 72.4404 | 141.1616 | -68.7212 |
Avg Daily Profit (%) | 3.7881 | 3.8545 | -0.0664 | 0.0278 | 0.0449 | -0.0592 |
Buy And Hold Return (%) | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 | 1654.8566 |
Max Trade Drawdown | -245350 | -80210 | -195376 | -263977 | -163027 | -183539 |
Profit Factor | 10.8819 | 18.9205 | 0.6051 | 1.0867 | 1.3039 | 0.815 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 32.2222 | 31.1111 | 33.3333 | 32.2222 | 31.1111 | 33.3333 |
Ratio Avg Win / Avg Loss | 22.8894 | 41.8955 | 1.2103 | 2.2857 | 2.8871 | 1.63 |
Largest Winning Trade | 7655870 | 7655870 | 57658 | 241316 | 241316 | 65197 |
Largest Losing Trade | -52446 | -52446 | -30544 | -86509 | -86509 | -73890 |
Avg Bars in Trades | 126 | 160 | 92 | 126 | 160 | 92 |
Avg Bars in Winners | 258 | 341 | 181 | 258 | 341 | 181 |
Avg Bars in Losers | 63 | 78 | 47 | 63 | 78 | 47 |
Bars Traded | 11375 | 7221 | 4154 | 11375 | 7221 | 4154 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569919 | 552690 | -585526 | -452339 | -304838 | -584415 |
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{ "first_band": { "type": "swma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 2 } } }
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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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