Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513973.622 | 1381708.6712 | 132264.9508 | 3016795.2193 | -218968.8458 | 3235764.0651 |
Total P&L (%) | 1513.9736 | 1381.7087 | 132.265 | 3016.7952 | -218.9688 | 3235.7641 |
Avg Daily Profit (%) | 0.8175 | 0.7461 | 0.0714 | 0.1859 | 0 | 0.1896 |
Buy And Hold Return (%) | 32.4292 | 32.4292 | 32.4292 | 32.4292 | 32.4292 | 32.4292 |
Max Trade Drawdown | -79785 | -78777 | -76464 | -4694263 | -4495885 | -2610028 |
Profit Factor | 3.6658 | 5.9202 | 1.4607 | 1.1626 | 0.9775 | 1.3671 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 33.0709 | 28.125 | 38.0952 | 33.0709 | 28.125 | 38.0952 |
Ratio Avg Win / Avg Loss | 7.4189 | 15.1295 | 2.3736 | 2.3528 | 2.4981 | 2.2216 |
Largest Winning Trade | 1217134 | 1217134 | 63859 | 2712966 | 2712966 | 1487979 |
Largest Losing Trade | -33446 | -15906 | -33446 | -2136018 | -902782 | -2136018 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 126 | 121 | 130 | 126 | 121 | 130 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 7166 | 3077 | 4088 | 7166 | 3077 | 4088 |
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 | 495030 | -134325 | -249146 | -38915 | -733500 | -142034 |
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{ "first_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 7, "offset": 0 } } }
# | 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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