Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438900.001 | 392421.1356 | 46478.8654 | 3150.2708 | 30271.29 | -27121.0192 |
Total P&L (%) | 438.9 | 392.4211 | 46.4789 | 3.1503 | 30.2713 | -27.121 |
Avg Daily Profit (%) | 0.2292 | 0.2049 | 0.0243 | 0.0016 | 0.0138 | -0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192850 | -86994 | -165743 | -427660 | -228712 | -249470 |
Profit Factor | 1.6766 | 2.3742 | 1.128 | 1.0028 | 1.0552 | 0.9541 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 65 | 65 | 65 | 65 | 65 | 65 |
Ratio Avg Win / Avg Loss | 0.9028 | 1.2784 | 0.6074 | 0.54 | 0.5682 | 0.5137 |
Largest Winning Trade | 124156 | 124156 | 60616 | 117318 | 117318 | 76661 |
Largest Losing Trade | -79475 | -56768 | -79475 | -126625 | -89872 | -126625 |
Avg Bars in Trades | 138 | 108 | 168 | 138 | 108 | 168 |
Avg Bars in Winners | 135 | 86 | 184 | 135 | 86 | 184 |
Avg Bars in Losers | 143 | 149 | 137 | 143 | 149 | 137 |
Bars Traded | 11066 | 4338 | 6728 | 11066 | 4338 | 6728 |
Profit Streak | 69.7535 | 99.9202 | 69.7535 | 69.7535 | 99.9202 | 69.7535 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11804 | 518516 | -240557 | -595649 | -335659 | -577836 |
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{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 125, "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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