Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300519.3821 | 203908.8113 | 96610.5707 | 40245.7033 | -15192.8673 | 55438.5706 |
Total P&L (%) | 300.5194 | 203.9088 | 96.6106 | 40.2457 | -15.1929 | 55.4386 |
Avg Daily Profit (%) | 0.1571 | 0.1066 | 0.0505 | 0.0177 | -0.0086 | 0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173718 | -81386 | -111712 | -612245 | -340807 | -310789 |
Profit Factor | 1.3152 | 1.441 | 1.1968 | 1.0199 | 0.9853 | 1.0562 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 54.491 | 49.3976 | 59.5238 | 54.491 | 49.3976 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.0984 | 1.4762 | 0.8138 | 0.8518 | 1.0093 | 0.7182 |
Largest Winning Trade | 70797 | 70797 | 47814 | 124434 | 124434 | 122310 |
Largest Losing Trade | -55738 | -27615 | -55738 | -160544 | -137937 | -160544 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 5541 | 2344 | 3197 | 5541 | 2344 | 3197 |
Profit Streak | 0 | 59.0764 | 0 | 0 | 59.0764 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319970 | -48656 | -130034 | -370233 | -578004 | -322212 |
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{ "first_band": { "type": "kcb", "factors": { "length": 92, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 47, "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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