Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2577347.7778 | 2393870.5399 | 183477.2378 | 13430351.7983 | 741113.6581 | 12689238.1402 |
Total P&L (%) | 2577.3478 | 2393.8705 | 183.4772 | 13430.3518 | 741.1137 | 12689.2381 |
Avg Daily Profit (%) | 1.2375 | 1.1494 | 0.0881 | 0.2359 | 0.1023 | 0.2332 |
Buy And Hold Return (%) | 56.0892 | 56.0892 | 56.0892 | 56.0892 | 56.0892 | 56.0892 |
Max Trade Drawdown | -102624 | -81451 | -68098 | -18611693 | -14381736 | -13896872 |
Profit Factor | 4.577 | 7.1337 | 1.5556 | 1.1378 | 1.0139 | 1.287 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 49.1667 | 41.6667 | 56.6667 | 49.1667 | 41.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 4.7322 | 9.9872 | 1.1896 | 1.1764 | 1.4195 | 0.9842 |
Largest Winning Trade | 2094433 | 2094433 | 79740 | 11067420 | 10970200 | 11067420 |
Largest Losing Trade | -45661 | -31780 | -45661 | -8405163 | -4602691 | -8405163 |
Avg Bars in Trades | 203 | 178 | 229 | 203 | 178 | 229 |
Avg Bars in Winners | 287 | 279 | 293 | 287 | 279 | 293 |
Avg Bars in Losers | 123 | 105 | 147 | 123 | 105 | 147 |
Bars Traded | 24479 | 10683 | 13796 | 24479 | 10683 | 13796 |
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 | 756896 | -150701 | -244884 | -60577 | -433895 | -161656 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 116, "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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