Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731973.4357 | 539986.1896 | 191987.2462 | 1051120.9408 | -411022.49 | 1462143.4308 |
Total P&L (%) | 731.9734 | 539.9862 | 191.9872 | 1051.1209 | -411.0225 | 1462.1434 |
Avg Daily Profit (%) | 0.4193 | 0.3093 | 0.11 | 0.1401 | 0 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137820 | -72651 | -91130 | -3686443 | -2496020 | -1943877 |
Profit Factor | 2.048 | 2.4351 | 1.5959 | 1.0835 | 0.9417 | 1.2635 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 50.4505 | 46.4286 | 54.5455 | 50.4505 | 46.4286 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0114 | 2.8097 | 1.3299 | 1.0641 | 1.0865 | 1.0529 |
Largest Winning Trade | 451954 | 451954 | 66397 | 1176287 | 1176287 | 1038512 |
Largest Losing Trade | -36791 | -36409 | -36791 | -1687509 | -1687509 | -755832 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 98 | 68 | 123 | 98 | 68 | 123 |
Avg Bars in Losers | 86 | 83 | 90 | 86 | 83 | 90 |
Bars Traded | 10257 | 4304 | 5953 | 10257 | 4304 | 5953 |
Profit Streak | 0 | 0 | 41.2427 | 0 | 0 | 41.2427 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509704 | -167832 | -223191 | -133996 | -760555 | -171380 |
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{ "first_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 89, "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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