Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338669.3526 | 59338.507 | 279330.8456 | 594188.9143 | 21902.2842 | 572286.6301 |
Total P&L (%) | 338.6694 | 59.3385 | 279.3308 | 594.1889 | 21.9023 | 572.2866 |
Avg Daily Profit (%) | 0.2214 | 0.0388 | 0.1826 | 0.1267 | 0.0129 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108293 | -100680 | -49496 | -346202 | -305901 | -130671 |
Profit Factor | 1.6285 | 1.1767 | 2.3761 | 1.3422 | 1.0211 | 1.8186 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 53.125 | 46.875 | 59.375 | 53.125 | 46.875 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4369 | 1.3336 | 1.6258 | 1.1843 | 1.1573 | 1.2443 |
Largest Winning Trade | 75937 | 49415 | 75937 | 148773 | 148773 | 126822 |
Largest Losing Trade | -30926 | -30926 | -24044 | -134543 | -134543 | -74620 |
Avg Bars in Trades | 140 | 103 | 176 | 140 | 103 | 176 |
Avg Bars in Winners | 155 | 102 | 196 | 155 | 102 | 196 |
Avg Bars in Losers | 123 | 104 | 148 | 123 | 104 | 148 |
Bars Traded | 17944 | 6636 | 11308 | 17944 | 6636 | 11308 |
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 | 378739 | -308371 | -125966 | -22317 | -518865 | -161827 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 121, "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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