Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656534.1022 | 569724.1575 | 86809.9447 | 615584.0952 | 197039.6014 | 418544.4939 |
Total P&L (%) | 656.5341 | 569.7242 | 86.8099 | 615.5841 | 197.0396 | 418.5445 |
Avg Daily Profit (%) | 0.3436 | 0.2982 | 0.0454 | 0.1031 | 0.057 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133195 | -85083 | -96205 | -2591819 | -1718101 | -1546976 |
Profit Factor | 2.1255 | 2.7425 | 1.3386 | 1.0729 | 1.0399 | 1.1196 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 48.9362 | 51.0638 | 46.8085 | 48.9362 | 51.0638 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.2179 | 2.6282 | 1.5212 | 1.1196 | 0.9965 | 1.2723 |
Largest Winning Trade | 321586 | 321586 | 60384 | 1372396 | 1372396 | 618501 |
Largest Losing Trade | -38199 | -38199 | -30580 | -792943 | -792943 | -453967 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 108 | 81 | 137 | 108 | 81 | 137 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 7390 | 3075 | 4314 | 7390 | 3075 | 4314 |
Profit Streak | 39.6419 | 39.6419 | 44.6419 | 39.6419 | 39.6419 | 44.6419 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508774 | 535557 | -131396 | -194476 | -294383 | -167482 |
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 42, "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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