Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380405.0796 | 421149.8944 | -40744.8148 | -37677.2797 | 307037.8084 | -344715.0881 |
Total P&L (%) | 380.4051 | 421.1499 | -40.7448 | -37.6773 | 307.0378 | -344.7151 |
Avg Daily Profit (%) | 0.1983 | 0.2195 | -0.0212 | -0.0246 | 0.0732 | 0 |
Buy And Hold Return (%) | 26.7991 | 26.7991 | 26.7991 | 26.7991 | 26.7991 | 26.7991 |
Max Trade Drawdown | -150916 | -99811 | -126909 | -688809 | -378720 | -540922 |
Profit Factor | 1.5077 | 2.2163 | 0.8989 | 0.985 | 1.2642 | 0.7446 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 45.5446 | 46 | 45.098 | 45.5446 | 46 | 45.098 |
Ratio Avg Win / Avg Loss | 1.8027 | 2.6018 | 1.0943 | 1.1777 | 1.4841 | 0.9065 |
Largest Winning Trade | 252516 | 252516 | 62080 | 355955 | 355955 | 150648 |
Largest Losing Trade | -47986 | -42608 | -47986 | -186494 | -167583 | -186494 |
Avg Bars in Trades | 110 | 92 | 128 | 110 | 92 | 128 |
Avg Bars in Winners | 152 | 109 | 195 | 152 | 109 | 195 |
Avg Bars in Losers | 75 | 78 | 72 | 75 | 78 | 72 |
Bars Traded | 11176 | 4636 | 6540 | 11176 | 4636 | 6540 |
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 | 309842 | -169605 | -761072 | -580575 | -276958 | -762739 |
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{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 66, "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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