Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448115.0816 | 444900.5374 | 3214.5442 | -47005.3076 | 25971.4841 | -72976.7916 |
Total P&L (%) | 448.1151 | 444.9005 | 3.2145 | -47.0053 | 25.9715 | -72.9768 |
Avg Daily Profit (%) | 0.2365 | 0.2348 | 0.0017 | -0.0335 | 0.0122 | -0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123007 | -94475 | -84898 | -232094 | -177138 | -117104 |
Profit Factor | 1.7748 | 2.4549 | 1.0118 | 0.9217 | 1.0789 | 0.7311 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.5637 | 3.7768 | 1.3732 | 1.3314 | 1.6599 | 0.9923 |
Largest Winning Trade | 538927 | 538927 | 43556 | 232715 | 232715 | 32689 |
Largest Losing Trade | -49537 | -44220 | -49537 | -71371 | -71371 | -63508 |
Avg Bars in Trades | 165 | 132 | 199 | 165 | 132 | 199 |
Avg Bars in Winners | 202 | 128 | 272 | 202 | 128 | 272 |
Avg Bars in Losers | 140 | 135 | 145 | 140 | 135 | 145 |
Bars Traded | 10944 | 4368 | 6576 | 10944 | 4368 | 6576 |
Profit Streak | 0 | 0 | 77.336 | 0 | 0 | 77.336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121014 | 304093 | -566288 | -711424 | -316776 | -583191 |
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{ "first_band": { "type": "kcb", "factors": { "length": 246, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 246, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 128, "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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