Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1617028.1322 | 116151.4724 | -1733179.6046 | 700892.4178 | -8624557.6135 | 9325450.0313 |
Total P&L (%) | -1617.0281 | 116.1515 | -1733.1796 | 700.8924 | -8624.5576 | 9325.45 |
Avg Daily Profit (%) | -0.8238 | 0.0592 | -0.8829 | 0.106 | 0 | 0.2319 |
Buy And Hold Return (%) | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 |
Max Trade Drawdown | -1899852 | -85848 | -1866862 | -11271317 | -9069422 | -7317611 |
Profit Factor | 0.2921 | 1.4849 | 0.1523 | 1.0263 | 0.2933 | 1.6441 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 22 | 20 | 42 | 21 | 21 |
Losing Trades | 24 | 11 | 13 | 24 | 12 | 12 |
Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.1669 | 0.7425 | 0.099 | 0.5864 | 0.1676 | 0.9395 |
Largest Winning Trade | 63623 | 46624 | 63623 | 19477571 | 1609215 | 19477571 |
Largest Losing Trade | -1496781 | -65221 | -1496781 | -7109420 | -6276354 | -7109420 |
Avg Bars in Trades | 173 | 177 | 168 | 173 | 177 | 168 |
Avg Bars in Winners | 103 | 110 | 96 | 110 | 113 | 107 |
Avg Bars in Losers | 294 | 311 | 280 | 282 | 289 | 275 |
Bars Traded | 11437 | 5861 | 5576 | 11437 | 5861 | 5576 |
Profit Streak | 431.6738 | 431.6738 | 554.5071 | 431.6738 | 431.6738 | 554.5071 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706171 | -277422 | -578093 | -535466 | -578450 | 387214 |
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{ "first_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 212, "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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