Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2099002.7127 | 1980001.4047 | 119001.308 | 10740331.3976 | 4020243.862 | 6720087.5356 |
Total P&L (%) | 2099.0027 | 1980.0014 | 119.0013 | 10740.3314 | 4020.2439 | 6720.0875 |
Avg Daily Profit (%) | 1.1242 | 1.0604 | 0.0637 | 0.2513 | 0.1994 | 0.2264 |
Buy And Hold Return (%) | 300.749 | 300.749 | 300.749 | 300.749 | 300.749 | 300.749 |
Max Trade Drawdown | -83873 | -84856 | -47402 | -11018450 | -9768117 | -5692285 |
Profit Factor | 4.1274 | 6.6998 | 1.3675 | 1.1817 | 1.1228 | 1.2548 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 31.25 | 21.4286 | 41.0714 | 31.25 | 21.4286 | 41.0714 |
Ratio Avg Win / Avg Loss | 9.0802 | 24.5658 | 1.9621 | 2.5998 | 4.1171 | 1.8003 |
Largest Winning Trade | 1225807 | 1225807 | 62487 | 12375760 | 12375760 | 7019866 |
Largest Losing Trade | -28359 | -13357 | -28359 | -2915223 | -2275582 | -2915223 |
Avg Bars in Trades | 98 | 84 | 113 | 98 | 84 | 113 |
Avg Bars in Winners | 212 | 212 | 212 | 212 | 212 | 212 |
Avg Bars in Losers | 47 | 49 | 43 | 47 | 49 | 43 |
Bars Traded | 11065 | 4730 | 6335 | 11065 | 4730 | 6335 |
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 | 489400 | -204246 | -455525 | -18051 | -302149 | -174345 |
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{ "first_band": { "type": "kcb", "factors": { "length": 96, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 96, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 27, "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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