Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422486.7445 | 455422.113 | -32935.3684 | -7682.7665 | 3964124.321 | -3971807.0875 |
Total P&L (%) | 422.4867 | 455.4221 | -32.9354 | -7.6828 | 3964.1243 | -3971.8071 |
Avg Daily Profit (%) | 0.2029 | 0.2187 | -0.0158 | -0.0038 | 0.1781 | 0 |
Buy And Hold Return (%) | 47.2 | 47.2 | 47.2 | 47.2 | 47.2 | 47.2 |
Max Trade Drawdown | -279492 | -182065 | -139129 | -5944080 | -2385088 | -4477977 |
Profit Factor | 1.3603 | 1.751 | 0.9418 | 0.9993 | 2.019 | 0.4205 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Profitability (%) | 45.0882 | 42.9293 | 47.2362 | 45.0882 | 42.9293 | 47.2362 |
Ratio Avg Win / Avg Loss | 1.6567 | 2.3279 | 1.052 | 1.217 | 2.684 | 0.4697 |
Largest Winning Trade | 274497 | 274497 | 46702 | 1550124 | 1550124 | 219949 |
Largest Losing Trade | -54957 | -29853 | -54957 | -1976695 | -610141 | -1976695 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 88 | 92 | 85 | 88 | 92 | 85 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 24354 | 12096 | 12258 | 24354 | 12096 | 12258 |
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 | 337471 | 317949 | -579699 | -578946 | 339062 | -581366 |
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{ "first_band": { "type": "fwma", "factors": { "length": 144, "offset": 228 } }, "second_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 144, "offset": 228 } }, "second_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 5 } } }
# | 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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