Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858606.3988 | 663795.4401 | 194810.9587 | 2918650.1169 | 423032.335 | 2495617.7819 |
Total P&L (%) | 858.6064 | 663.7954 | 194.811 | 2918.6501 | 423.0323 | 2495.6178 |
Avg Daily Profit (%) | 0.4435 | 0.3429 | 0.1006 | 0.1762 | 0.0855 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115165 | -99724 | -50939 | -1929762 | -1062601 | -954195 |
Profit Factor | 3.246 | 3.825 | 2.3224 | 1.67 | 1.1663 | 2.3773 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.4624 | 4.6447 | 2.1772 | 1.7813 | 1.4162 | 2.2287 |
Largest Winning Trade | 474508 | 474508 | 49027 | 1023004 | 713537 | 1023004 |
Largest Losing Trade | -41368 | -41368 | -25400 | -480479 | -480479 | -442336 |
Avg Bars in Trades | 175 | 126 | 224 | 175 | 126 | 224 |
Avg Bars in Winners | 281 | 186 | 363 | 281 | 186 | 363 |
Avg Bars in Losers | 76 | 77 | 76 | 76 | 77 | 76 |
Bars Traded | 10892 | 3925 | 6967 | 10892 | 3925 | 6967 |
Profit Streak | 0 | 0 | 49.8845 | 0 | 0 | 49.8845 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142803 | 513738 | -53057 | -148129 | -118367 | 484387 |
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{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 219, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 38, "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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