Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264344.5696 | 65029.9397 | 199314.6299 | 329446.3461 | -27232.7626 | 356679.1087 |
Total P&L (%) | 264.3446 | 65.0299 | 199.3146 | 329.4463 | -27.2328 | 356.6791 |
Avg Daily Profit (%) | 0.2542 | 0.0625 | 0.1916 | 0.1402 | -0.0306 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77118 | -66931 | -54577 | -156902 | -174965 | -106437 |
Profit Factor | 1.7697 | 1.3237 | 2.3982 | 1.4127 | 0.9413 | 2.0656 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 53.7313 | 41.1765 | 66.6667 | 53.7313 | 41.1765 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5239 | 1.891 | 1.1991 | 1.2165 | 1.3447 | 1.0328 |
Largest Winning Trade | 82206 | 82206 | 60764 | 139653 | 82206 | 139653 |
Largest Losing Trade | -36733 | -36733 | -28944 | -93971 | -71675 | -93971 |
Avg Bars in Trades | 44 | 32 | 56 | 44 | 32 | 56 |
Avg Bars in Winners | 53 | 34 | 65 | 53 | 34 | 65 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 2952 | 1095 | 1857 | 2952 | 1095 | 1857 |
Profit Streak | 0 | 0 | 21.2813 | 0 | 0 | 21.2813 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109076 | -111874 | 492990 | -125582 | -582559 | 272072 |
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{ "first_band": { "type": "kcb", "factors": { "length": 65, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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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