Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6789886.1809 | 6844174.5911 | -54288.4102 | 796162.4328 | 378555.8004 | 417606.6325 |
Total P&L (%) | 6789.8862 | 6844.1746 | -54.2884 | 796.1624 | 378.5558 | 417.6066 |
Avg Daily Profit (%) | 3.4581 | 3.4857 | -0.0276 | 0.1117 | 0.0798 | 0.0838 |
Buy And Hold Return (%) | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 | 1585.4731 |
Max Trade Drawdown | -230753 | -59336 | -156100 | -592483 | -382182 | -323011 |
Profit Factor | 14.4002 | 27.543 | 0.7818 | 1.4712 | 1.3853 | 1.5906 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 37.931 | 41.3793 | 34.4828 | 37.931 | 41.3793 | 34.4828 |
Ratio Avg Win / Avg Loss | 23.564 | 39.0192 | 1.4855 | 2.4075 | 1.9626 | 3.0221 |
Largest Winning Trade | 6858934 | 6858934 | 59614 | 367157 | 367157 | 289446 |
Largest Losing Trade | -57903 | -57903 | -38729 | -284065 | -284065 | -165093 |
Avg Bars in Trades | 129 | 124 | 135 | 129 | 124 | 135 |
Avg Bars in Winners | 237 | 219 | 259 | 237 | 219 | 259 |
Avg Bars in Losers | 64 | 57 | 69 | 64 | 57 | 69 |
Bars Traded | 7531 | 3610 | 3920 | 7531 | 3610 | 3920 |
Profit Streak | 0 | 0 | 705.1289 | 0 | 0 | 705.1289 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162440 | 672385 | -583869 | -391399 | -253919 | -248684 |
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 36, "offset": 0 } } }
# | 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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