Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15044.4129 | -10123.6938 | 25168.1066 | 12985.7276 | -12996.7962 | 25982.5238 |
Total P&L (%) | 15.0444 | -10.1237 | 25.1681 | 12.9857 | -12.9968 | 25.9825 |
Avg Daily Profit (%) | 0.2889 | -0.1944 | 0.4833 | 0.2347 | -0.267 | 0.4445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12880 | -15409 | -4719 | -15613 | -18504 | -4923 |
Profit Factor | 1.225 | 0.7879 | 2.3153 | 1.1772 | 0.7533 | 2.2616 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 65.7895 | 63.1579 | 68.4211 | 65.7895 | 63.1579 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.637 | 0.4596 | 1.0686 | 0.6122 | 0.4394 | 1.0438 |
Largest Winning Trade | 5988 | 5988 | 5709 | 5968 | 5894 | 5968 |
Largest Losing Trade | -9409 | -9409 | -4719 | -11479 | -11479 | -4923 |
Avg Bars in Trades | 302 | 332 | 273 | 302 | 332 | 273 |
Avg Bars in Winners | 190 | 184 | 196 | 190 | 184 | 196 |
Avg Bars in Losers | 518 | 587 | 438 | 518 | 587 | 438 |
Bars Traded | 23024 | 12641 | 10383 | 23024 | 12641 | 10383 |
Profit Streak | 9.2739 | 9.2739 | 17.0156 | 9.2739 | 9.2739 | 17.0156 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55815 | -580449 | 433297 | -144173 | -580449 | 420245 |
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 147, "offset": 213 } } }
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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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