Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2175467.7667 | -62687.9188 | -2112779.8478 | 777129.4949 | 19471024.1757 | -18693894.6808 |
Total P&L (%) | -2175.4678 | -62.6879 | -2112.7798 | 777.1295 | 19471.0242 | -18693.8947 |
Avg Daily Profit (%) | -1.1651 | -0.0336 | -1.1315 | 0.1164 | 0.283 | 0 |
Buy And Hold Return (%) | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 |
Max Trade Drawdown | -2243861 | -168263 | -2155294 | -27635712 | -2483600 | -33277339 |
Profit Factor | 0.2191 | 0.8034 | 0.1436 | 1.0161 | 3.6437 | 0.5438 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 15 | 20 | 31 | 18 | 13 |
Losing Trades | 25 | 15 | 10 | 29 | 12 | 17 |
Profitability (%) | 58.3333 | 50 | 66.6667 | 51.6667 | 60 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.1565 | 0.8034 | 0.0718 | 0.9505 | 2.4291 | 0.7112 |
Largest Winning Trade | 64084 | 64084 | 43957 | 12799387 | 12799387 | 6431758 |
Largest Losing Trade | -1465531 | -53537 | -1465531 | -21933672 | -1574727 | -21933672 |
Avg Bars in Trades | 181 | 156 | 206 | 181 | 156 | 206 |
Avg Bars in Winners | 140 | 95 | 173 | 200 | 187 | 218 |
Avg Bars in Losers | 238 | 216 | 271 | 160 | 110 | 196 |
Bars Traded | 10870 | 4686 | 6184 | 10870 | 4686 | 6184 |
Profit Streak | 54.5636 | 81.3969 | 54.5636 | 54.5636 | 81.3969 | 54.5636 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751792 | -579863 | -578102 | -499934 | 639312 | -582855 |
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{ "first_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 226, "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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