Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516519.4389 | 400163.2039 | 116356.235 | 149941.9449 | 155823.821 | -5881.8761 |
Total P&L (%) | 516.5194 | 400.1632 | 116.3562 | 149.9419 | 155.8238 | -5.8819 |
Avg Daily Profit (%) | 0.3232 | 0.2504 | 0.0728 | 0.0573 | 0.0588 | -0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138629 | -103102 | -117965 | -147661 | -73961 | -132029 |
Profit Factor | 1.9864 | 2.583 | 1.4296 | 1.3074 | 1.8303 | 0.9804 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 60.274 | 63.8889 | 56.7568 | 60.274 | 63.8889 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.3092 | 1.46 | 1.0892 | 0.8617 | 1.0345 | 0.747 |
Largest Winning Trade | 316260 | 316260 | 41621 | 58643 | 58643 | 31234 |
Largest Losing Trade | -64997 | -62045 | -64997 | -104266 | -73961 | -104266 |
Avg Bars in Trades | 125 | 150 | 101 | 125 | 150 | 101 |
Avg Bars in Winners | 100 | 116 | 84 | 100 | 116 | 84 |
Avg Bars in Losers | 163 | 211 | 123 | 163 | 211 | 123 |
Bars Traded | 9167 | 5423 | 3744 | 9167 | 5423 | 3744 |
Profit Streak | 0 | 190.201 | 0 | 0 | 190.201 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62914 | 543686 | -93983 | -192571 | -108826 | -579896 |
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{ "first_band": { "type": "sma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } } }
# | 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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