Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573733.0796 | 1438413.1508 | 135319.9288 | 7426468.5895 | 1498020.953 | 5928447.6365 |
Total P&L (%) | 1573.7331 | 1438.4132 | 135.3199 | 7426.4686 | 1498.021 | 5928.4476 |
Avg Daily Profit (%) | 0.6979 | 0.6379 | 0.06 | 0.1918 | 0.123 | 0.182 |
Buy And Hold Return (%) | 357.8431 | 357.8431 | 357.8431 | 357.8431 | 357.8431 | 357.8431 |
Max Trade Drawdown | -144456 | -78381 | -100810 | -2984562 | -3183978 | -1734467 |
Profit Factor | 4.2469 | 6.3802 | 1.6227 | 1.6299 | 1.1996 | 2.3838 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 54.0984 | 41.9355 | 66.6667 | 54.0984 | 41.9355 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.6035 | 8.8341 | 0.8113 | 1.3829 | 1.6609 | 1.1919 |
Largest Winning Trade | 897949 | 897949 | 45249 | 2113913 | 2113913 | 1902020 |
Largest Losing Trade | -39376 | -39376 | -35649 | -1165911 | -1165911 | -990384 |
Avg Bars in Trades | 216 | 241 | 190 | 216 | 241 | 190 |
Avg Bars in Winners | 286 | 358 | 239 | 286 | 358 | 239 |
Avg Bars in Losers | 134 | 157 | 92 | 134 | 157 | 92 |
Bars Traded | 13208 | 7490 | 5718 | 13208 | 7490 | 5718 |
Profit Streak | 0 | 0 | 318.1983 | 0 | 0 | 318.1983 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147800 | 537412 | -274813 | -155525 | -33540 | 531787 |
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{ "first_band": { "type": "sma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 4 } } }
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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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