Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63502.5507 | 42414.6119 | 21087.9388 | 81208.5205 | 51194.3616 | 30014.159 |
Total P&L (%) | 63.5026 | 42.4146 | 21.0879 | 81.2085 | 51.1944 | 30.0142 |
Avg Daily Profit (%) | 0.7315 | 0.4886 | 0.2429 | 0.6872 | 0.4773 | 0.3028 |
Buy And Hold Return (%) | 21.8709 | 21.8709 | 21.8709 | 21.8709 | 21.8709 | 21.8709 |
Max Trade Drawdown | -8405 | -5291 | -6862 | -12284 | -7977 | -10094 |
Profit Factor | 2.3229 | 3.3077 | 1.7119 | 2.2854 | 3.1472 | 1.763 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 43.0769 | 46.875 | 39.3939 | 43.0769 | 46.875 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.0695 | 3.7487 | 2.6337 | 3.02 | 3.5669 | 2.7123 |
Largest Winning Trade | 12682 | 12682 | 7723 | 13258 | 13258 | 12518 |
Largest Losing Trade | -3650 | -3237 | -3650 | -5466 | -4469 | -5466 |
Avg Bars in Trades | 373 | 379 | 366 | 373 | 379 | 366 |
Avg Bars in Winners | 636 | 612 | 663 | 636 | 612 | 663 |
Avg Bars in Losers | 174 | 173 | 174 | 174 | 173 | 174 |
Bars Traded | 24254 | 12145 | 12109 | 24254 | 12145 | 12109 |
Profit Streak | 7.3562 | 17.8805 | 7.3562 | 7.3562 | 17.8805 | 7.3562 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126103 | 278208 | -159683 | -126112 | 359944 | -43514 |
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{ "first_band": { "type": "kcb", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "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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