Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272866.0292 | 160740.4541 | 112125.575 | 133637.9214 | 37601.4005 | 96036.5209 |
Total P&L (%) | 272.866 | 160.7405 | 112.1256 | 133.6379 | 37.6014 | 96.0365 |
Avg Daily Profit (%) | 0.262 | 0.1543 | 0.1076 | 0.0815 | 0.0306 | 0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104142 | -82528 | -86415 | -153618 | -149114 | -66481 |
Profit Factor | 1.3508 | 1.3988 | 1.2991 | 1.1724 | 1.0892 | 1.2715 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 69.5122 | 68.2927 | 70.7317 | 69.5122 | 68.2927 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.5924 | 0.6495 | 0.5376 | 0.5142 | 0.5057 | 0.5261 |
Largest Winning Trade | 37963 | 37963 | 27056 | 31117 | 31117 | 30258 |
Largest Losing Trade | -66189 | -51381 | -66189 | -78170 | -78170 | -49165 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 69 | 63 | 74 | 69 | 63 | 74 |
Avg Bars in Losers | 169 | 170 | 167 | 169 | 170 | 167 |
Bars Traded | 24532 | 12021 | 12511 | 24532 | 12021 | 12511 |
Profit Streak | 11.1616 | 52.7866 | 11.1616 | 11.1616 | 52.7866 | 11.1616 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424340 | 359811 | -47769 | -111761 | -274665 | -105273 |
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{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 161, "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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