Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499114.5742 | 529493.6105 | -30379.0363 | 5071.7096 | 398549.281 | -393477.5714 |
Total P&L (%) | 499.1146 | 529.4936 | -30.379 | 5.0717 | 398.5493 | -393.4776 |
Avg Daily Profit (%) | 0.2396 | 0.2542 | -0.0146 | 0.0024 | 0.0772 | 0 |
Buy And Hold Return (%) | 89.0688 | 89.0688 | 89.0688 | 89.0688 | 89.0688 | 89.0688 |
Max Trade Drawdown | -201535 | -144732 | -273780 | -1302590 | -687235 | -1004616 |
Profit Factor | 1.2714 | 1.6111 | 0.9688 | 1.0008 | 1.1358 | 0.881 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 205 | 94 | 111 | 205 | 94 | 111 |
Losing Trades | 234 | 126 | 108 | 234 | 126 | 108 |
Profitability (%) | 46.697 | 42.7273 | 50.6849 | 46.697 | 42.7273 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.4513 | 2.1595 | 0.9426 | 1.1424 | 1.5224 | 0.8572 |
Largest Winning Trade | 206455 | 206455 | 41836 | 372486 | 372486 | 198885 |
Largest Losing Trade | -45880 | -31870 | -45880 | -572806 | -218008 | -572806 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Losers | 47 | 47 | 46 | 47 | 47 | 46 |
Bars Traded | 24802 | 11925 | 12877 | 24802 | 11925 | 12877 |
Profit Streak | 0 | 0 | 10.29 | 0 | 0 | 10.29 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286134 | 310138 | -579441 | -574040 | -163999 | -579441 |
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{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 39, "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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