Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62336.8363 | 48223.8236 | 14113.0127 | 59304.4687 | 51833.3007 | 7471.1681 |
Total P&L (%) | 62.3368 | 48.2238 | 14.113 | 59.3045 | 51.8333 | 7.4712 |
Avg Daily Profit (%) | 0.7181 | 0.5555 | 0.1626 | 0.5378 | 0.4822 | 0.083 |
Buy And Hold Return (%) | 21.8669 | 21.8669 | 21.8669 | 21.8669 | 21.8669 | 21.8669 |
Max Trade Drawdown | -56430 | -13053 | -43656 | -80614 | -20616 | -59998 |
Profit Factor | 1.4629 | 1.9589 | 1.1673 | 1.3173 | 1.7397 | 1.0639 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 74.2647 | 75 | 73.5294 | 74.2647 | 75 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.5069 | 0.653 | 0.4202 | 0.4565 | 0.5799 | 0.383 |
Largest Winning Trade | 6246 | 4949 | 6246 | 7129 | 5776 | 7129 |
Largest Losing Trade | -39143 | -11604 | -39143 | -53465 | -19001 | -53465 |
Avg Bars in Trades | 176 | 173 | 179 | 176 | 173 | 179 |
Avg Bars in Winners | 92 | 94 | 89 | 92 | 94 | 89 |
Avg Bars in Losers | 420 | 411 | 429 | 420 | 411 | 429 |
Bars Traded | 24014 | 11801 | 12213 | 24014 | 11801 | 12213 |
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 | 351973 | -101525 | -304755 | 260039 | -101752 | -507803 |
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{ "first_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ema", "factors": { "length": 215, "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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