Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105058.9549 | 976852.1378 | 128206.8172 | 9057313.2442 | 3964075.7005 | 5093237.5437 |
Total P&L (%) | 1105.059 | 976.8521 | 128.2068 | 9057.3132 | 3964.0757 | 5093.2375 |
Avg Daily Profit (%) | 0.5306 | 0.4691 | 0.0616 | 0.2171 | 0.1781 | 0.1899 |
Buy And Hold Return (%) | 490.0189 | 490.0189 | 490.0189 | 490.0189 | 490.0189 | 490.0189 |
Max Trade Drawdown | -102799 | -69324 | -80752 | -22315599 | -10339679 | -16302974 |
Profit Factor | 2.377 | 3.6856 | 1.2922 | 1.106 | 1.1058 | 1.1061 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 51.5528 | 53.75 | 49.3827 | 51.5528 | 53.75 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.2338 | 3.1713 | 1.3245 | 1.0394 | 0.9515 | 1.1338 |
Largest Winning Trade | 406076 | 406076 | 48240 | 7904247 | 7465887 | 7904247 |
Largest Losing Trade | -48394 | -48394 | -36975 | -9442078 | -5850390 | -9442078 |
Avg Bars in Trades | 153 | 141 | 164 | 153 | 141 | 164 |
Avg Bars in Winners | 172 | 162 | 183 | 172 | 162 | 183 |
Avg Bars in Losers | 132 | 116 | 145 | 132 | 116 | 145 |
Bars Traded | 24647 | 11314 | 13333 | 24647 | 11314 | 13333 |
Profit Streak | 0 | 51.311 | 0 | 0 | 51.311 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404942 | -8171 | -288660 | -94707 | -116373 | -108014 |
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{ "first_band": { "type": "kcb", "factors": { "length": 190, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 132, "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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