Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60520.1825 | 23169.4251 | 37350.7574 | 77794.0067 | 29798.6501 | 47995.3567 |
Total P&L (%) | 60.5202 | 23.1694 | 37.3508 | 77.794 | 29.7987 | 47.9954 |
Avg Daily Profit (%) | 1.1621 | 0.4449 | 0.7172 | 1.1111 | 0.5021 | 0.7555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8963 | -15181 | -8822 | -14419 | -21291 | -12377 |
Profit Factor | 2.0206 | 1.7317 | 2.3516 | 1.8755 | 1.6405 | 2.1338 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 76.087 | 73.913 | 78.2609 | 76.087 | 73.913 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.635 | 0.6112 | 0.6532 | 0.5894 | 0.579 | 0.5927 |
Largest Winning Trade | 4487 | 3643 | 4487 | 6816 | 5510 | 6816 |
Largest Losing Trade | -8901 | -8901 | -7298 | -12461 | -12461 | -12324 |
Avg Bars in Trades | 252 | 264 | 240 | 252 | 264 | 240 |
Avg Bars in Winners | 141 | 137 | 145 | 141 | 137 | 145 |
Avg Bars in Losers | 605 | 623 | 583 | 605 | 623 | 583 |
Bars Traded | 23223 | 12168 | 11055 | 23223 | 12168 | 11055 |
Profit Streak | 8.033 | 9.4038 | 8.033 | 8.033 | 9.4038 | 8.033 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603027 | 286107 | 501017 | 604108 | 346653 | 521754 |
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{ "first_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 248, "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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