Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198403.0165 | 1243259.1987 | -44856.1822 | -678441.0766 | 881880.4269 | -1560321.5036 |
Total P&L (%) | 1198.403 | 1243.2592 | -44.8562 | -678.4411 | 881.8804 | -1560.3215 |
Avg Daily Profit (%) | 0.6367 | 0.6605 | -0.0238 | 0 | 0.1214 | 0 |
Buy And Hold Return (%) | 483.3333 | 483.3333 | 483.3333 | 483.3333 | 483.3333 | 483.3333 |
Max Trade Drawdown | -167983 | -122119 | -194475 | -1446855 | -678588 | -1708894 |
Profit Factor | 2.7336 | 4.5703 | 0.8692 | 0.8229 | 1.5654 | 0.3132 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 10 | 19 | 32 | 22 | 10 |
Losing Trades | 33 | 21 | 12 | 30 | 9 | 21 |
Profitability (%) | 46.7742 | 32.2581 | 61.2903 | 51.6129 | 70.9677 | 32.2581 |
Ratio Avg Win / Avg Loss | 3.1107 | 9.5976 | 0.549 | 0.7715 | 0.6404 | 0.6577 |
Largest Winning Trade | 760663 | 760663 | 41440 | 408628 | 408628 | 153897 |
Largest Losing Trade | -138204 | -41893 | -138204 | -688641 | -587815 | -688641 |
Avg Bars in Trades | 177 | 211 | 142 | 177 | 211 | 142 |
Avg Bars in Winners | 211 | 272 | 178 | 160 | 188 | 99 |
Avg Bars in Losers | 147 | 182 | 84 | 194 | 269 | 162 |
Bars Traded | 10979 | 6563 | 4416 | 10979 | 6563 | 4416 |
Profit Streak | 0 | 0 | 0 | 69.3539 | 69.3539 | 109.1872 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146460 | 324826 | -579354 | -737637 | -34843 | -586759 |
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{ "first_band": { "type": "sma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
# | 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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