Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219194.6953 | 17862.3139 | 201332.3814 | 224544.0117 | -182143.8318 | 406687.8435 |
Total P&L (%) | 219.1947 | 17.8623 | 201.3324 | 224.544 | -182.1438 | 406.6878 |
Avg Daily Profit (%) | 0.1694 | 0.0138 | 0.1556 | 0.091 | 0 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51321 | -59973 | -44746 | -250836 | -229211 | -178422 |
Profit Factor | 1.5496 | 1.0788 | 2.1695 | 1.1693 | 0.7549 | 1.6979 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 37.037 | 29.2683 | 45 | 37.037 | 29.2683 | 45 |
Ratio Avg Win / Avg Loss | 2.6343 | 2.6071 | 2.6517 | 1.9879 | 1.8245 | 2.0753 |
Largest Winning Trade | 63565 | 45253 | 63565 | 132068 | 109880 | 132068 |
Largest Losing Trade | -20086 | -18539 | -20086 | -92207 | -87443 | -92207 |
Avg Bars in Trades | 185 | 153 | 218 | 185 | 153 | 218 |
Avg Bars in Winners | 345 | 295 | 377 | 345 | 295 | 377 |
Avg Bars in Losers | 91 | 94 | 87 | 91 | 94 | 87 |
Bars Traded | 15018 | 6290 | 8728 | 15018 | 6290 | 8728 |
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 | -11238 | -326412 | 340297 | -125898 | -588967 | -24185 |
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{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 35, "offset": 0, "scalar": 2 } } }
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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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