Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418906.1372 | 1476557.9579 | -57651.8207 | 164462.9643 | 623965.8889 | -459502.9247 |
Total P&L (%) | 1418.9061 | 1476.558 | -57.6518 | 164.463 | 623.9659 | -459.5029 |
Avg Daily Profit (%) | 0.6293 | 0.6548 | -0.0256 | 0.0431 | 0.0878 | 0 |
Buy And Hold Return (%) | 205.8952 | 205.8952 | 205.8952 | 205.8952 | 205.8952 | 205.8952 |
Max Trade Drawdown | -214188 | -104704 | -156046 | -1085208 | -674721 | -662121 |
Profit Factor | 2.3873 | 3.7803 | 0.8828 | 1.0365 | 1.266 | 0.7876 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 31.5068 | 29.0909 | 33.945 | 31.5068 | 29.0909 | 33.945 |
Ratio Avg Win / Avg Loss | 5.1897 | 9.2145 | 1.7178 | 2.2532 | 3.0858 | 1.5326 |
Largest Winning Trade | 1328962 | 1328962 | 62032 | 613680 | 613680 | 212976 |
Largest Losing Trade | -27574 | -21743 | -27574 | -251974 | -224842 | -251974 |
Avg Bars in Trades | 58 | 51 | 66 | 58 | 51 | 66 |
Avg Bars in Winners | 130 | 117 | 142 | 130 | 117 | 142 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 12888 | 5657 | 7231 | 12888 | 5657 | 7231 |
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 | 364911 | 244073 | -584507 | -486407 | -89424 | -584507 |
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{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 12, "offset": 0 } } }
# | 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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