Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396692.38 | 350057.9861 | 46634.3939 | 78802.0886 | 139721.5861 | -60919.4975 |
Total P&L (%) | 396.6924 | 350.058 | 46.6344 | 78.8021 | 139.7216 | -60.9195 |
Avg Daily Profit (%) | 0.211 | 0.1862 | 0.0248 | 0.0309 | 0.0465 | -0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88682 | -63423 | -95160 | -320834 | -282662 | -261075 |
Profit Factor | 1.6818 | 2.2477 | 1.1548 | 1.0463 | 1.1647 | 0.9285 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 55.6818 | 50 | 61.3636 | 55.6818 | 50 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.3386 | 2.2477 | 0.7271 | 0.8328 | 1.1647 | 0.5846 |
Largest Winning Trade | 287485 | 287485 | 52781 | 315465 | 315465 | 120681 |
Largest Losing Trade | -58446 | -41911 | -58446 | -185447 | -124733 | -185447 |
Avg Bars in Trades | 125 | 100 | 150 | 125 | 100 | 150 |
Avg Bars in Winners | 131 | 100 | 156 | 131 | 100 | 156 |
Avg Bars in Losers | 119 | 101 | 142 | 119 | 101 | 142 |
Bars Traded | 11070 | 4432 | 6638 | 11070 | 4432 | 6638 |
Profit Streak | 9.0611 | 0 | 24.5611 | 9.0611 | 0 | 24.5611 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411449 | 426218 | -211201 | -321184 | -170083 | -578702 |
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{ "first_band": { "type": "kcb", "factors": { "length": 173, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 105, "offset": 0 } } }
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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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