Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390175.1522 | 296128.2549 | 94046.8973 | 94057.4659 | -402076.8667 | 496134.3326 |
Total P&L (%) | 390.1752 | 296.1283 | 94.0469 | 94.0575 | -402.0769 | 496.1343 |
Avg Daily Profit (%) | 0.2032 | 0.1542 | 0.049 | 0.0345 | 0 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152386 | -107863 | -87206 | -1240363 | -1196194 | -502839 |
Profit Factor | 1.4086 | 1.5801 | 1.2117 | 1.0199 | 0.8659 | 1.2866 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 52 | 48 | 56 | 52 | 48 | 56 |
Ratio Avg Win / Avg Loss | 1.3003 | 1.7118 | 0.952 | 0.9414 | 0.938 | 1.0109 |
Largest Winning Trade | 100460 | 100460 | 55404 | 397296 | 397296 | 374779 |
Largest Losing Trade | -45116 | -33466 | -45116 | -409980 | -409980 | -328637 |
Avg Bars in Trades | 150 | 135 | 166 | 150 | 135 | 166 |
Avg Bars in Winners | 142 | 127 | 155 | 142 | 127 | 155 |
Avg Bars in Losers | 159 | 142 | 179 | 159 | 142 | 179 |
Bars Traded | 22616 | 10154 | 12462 | 22616 | 10154 | 12462 |
Profit Streak | 0 | 68.3382 | 0 | 0 | 68.3382 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339897 | -46218 | -185527 | -346034 | -637133 | -124681 |
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{ "first_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } } }
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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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