Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2021337.6097 | 1932356.6461 | 88980.9636 | 4988264.7584 | 2875301.9763 | 2112962.7821 |
Total P&L (%) | 2021.3376 | 1932.3566 | 88.981 | 4988.2648 | 2875.302 | 2112.9628 |
Avg Daily Profit (%) | 1.074 | 1.0267 | 0.0473 | 0.209 | 0.1804 | 0.1647 |
Buy And Hold Return (%) | 296.7545 | 296.7545 | 296.7545 | 296.7545 | 296.7545 | 296.7545 |
Max Trade Drawdown | -92908 | -80767 | -68626 | -9050936 | -7437710 | -4548247 |
Profit Factor | 3.7773 | 6.1914 | 1.2502 | 1.1527 | 1.1599 | 1.1438 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 29.1667 | 21.6667 | 36.6667 | 29.1667 | 21.6667 | 36.6667 |
Ratio Avg Win / Avg Loss | 9.1733 | 22.3843 | 2.1595 | 2.7994 | 4.1935 | 1.9757 |
Largest Winning Trade | 1296498 | 1296498 | 63955 | 8301006 | 8301006 | 4389141 |
Largest Losing Trade | -25797 | -20108 | -25797 | -2044525 | -1509680 | -2044525 |
Avg Bars in Trades | 185 | 157 | 214 | 185 | 157 | 214 |
Avg Bars in Winners | 411 | 392 | 423 | 411 | 392 | 423 |
Avg Bars in Losers | 93 | 92 | 93 | 93 | 92 | 93 |
Bars Traded | 22316 | 9441 | 12875 | 22316 | 9441 | 12875 |
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 | 325593 | -192398 | -469299 | -54484 | -249621 | -228094 |
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{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 48, "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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