Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902554.1122 | 740305.3428 | 162248.7694 | 1326967.6494 | 325995.489 | 1000972.1604 |
Total P&L (%) | 902.5541 | 740.3053 | 162.2488 | 1326.9676 | 325.9955 | 1000.9722 |
Avg Daily Profit (%) | 0.4863 | 0.3989 | 0.0874 | 0.1433 | 0.0781 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99700 | -70452 | -56974 | -1168359 | -772436 | -737543 |
Profit Factor | 3.2744 | 4.4172 | 1.9004 | 1.2825 | 1.1318 | 1.4501 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 49.1525 | 40 | 58.6207 | 49.1525 | 40 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.3873 | 6.6259 | 1.3415 | 1.3268 | 1.6978 | 1.0236 |
Largest Winning Trade | 693348 | 693348 | 58754 | 879534 | 879534 | 768136 |
Largest Losing Trade | -35272 | -26050 | -35272 | -626164 | -389642 | -626164 |
Avg Bars in Trades | 180 | 144 | 219 | 180 | 144 | 219 |
Avg Bars in Winners | 285 | 230 | 323 | 285 | 230 | 323 |
Avg Bars in Losers | 80 | 86 | 71 | 80 | 86 | 71 |
Bars Traded | 10675 | 4321 | 6354 | 10675 | 4321 | 6354 |
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 | -163084 | 474084 | -72677 | -181129 | -166964 | -17872 |
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{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 65, "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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