Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628951.143 | 556796.8344 | 72154.3086 | 716588.3742 | 794374.663 | -77786.2888 |
Total P&L (%) | 628.9511 | 556.7968 | 72.1543 | 716.5884 | 794.3747 | -77.7863 |
Avg Daily Profit (%) | 0.343 | 0.3037 | 0.0394 | 0.1146 | 0.1196 | -0.082 |
Buy And Hold Return (%) | 159.559 | 159.559 | 159.559 | 159.559 | 159.559 | 159.559 |
Max Trade Drawdown | -158763 | -46390 | -115199 | -752587 | -217748 | -580758 |
Profit Factor | 2.5363 | 4.321 | 1.2985 | 1.4588 | 2.4021 | 0.9218 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 55.2239 | 52.9412 | 57.5758 | 55.2239 | 52.9412 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.0565 | 3.8409 | 0.9568 | 1.1828 | 2.1352 | 0.6793 |
Largest Winning Trade | 386625 | 386625 | 51448 | 473367 | 473367 | 225336 |
Largest Losing Trade | -76170 | -19295 | -76170 | -556369 | -102790 | -556369 |
Avg Bars in Trades | 156 | 151 | 161 | 156 | 151 | 161 |
Avg Bars in Winners | 165 | 180 | 150 | 165 | 180 | 150 |
Avg Bars in Losers | 146 | 118 | 177 | 146 | 118 | 177 |
Bars Traded | 10498 | 5153 | 5345 | 10498 | 5153 | 5345 |
Profit Streak | 239.6123 | 239.6123 | 317.6123 | 239.6123 | 239.6123 | 317.6123 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107076 | 549468 | -305365 | -159234 | -28039 | -578433 |
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 99, "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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