Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915396.3051 | 799990.4649 | 115405.8402 | 5922592.9208 | 5172010.6976 | 750582.2232 |
Total P&L (%) | 915.3963 | 799.9905 | 115.4058 | 5922.5929 | 5172.0107 | 750.5822 |
Avg Daily Profit (%) | 0.5055 | 0.4418 | 0.0637 | 0.2266 | 0.2192 | 0.1183 |
Buy And Hold Return (%) | 125.6232 | 125.6232 | 125.6232 | 125.6232 | 125.6232 | 125.6232 |
Max Trade Drawdown | -65235 | -38815 | -56907 | -2848259 | -1821744 | -2353083 |
Profit Factor | 3.0068 | 4.7345 | 1.477 | 1.4436 | 1.8364 | 1.1047 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 30.1724 | 29.3103 | 31.0345 | 30.1724 | 29.3103 | 31.0345 |
Ratio Avg Win / Avg Loss | 6.9587 | 11.4185 | 3.2823 | 3.3408 | 4.429 | 2.4549 |
Largest Winning Trade | 394950 | 394950 | 68223 | 3816712 | 3816712 | 2971752 |
Largest Losing Trade | -15290 | -15226 | -15290 | -901558 | -514914 | -901558 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 156 | 149 | 163 | 156 | 149 | 163 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 7005 | 3177 | 3828 | 7005 | 3177 | 3828 |
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 | 323627 | -173867 | -459037 | 105643 | -179464 | -327293 |
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{ "first_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "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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