Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282611.7338 | 1263323.0393 | 19288.6945 | 1355544.5105 | 3318292.4992 | -1962747.9887 |
Total P&L (%) | 1282.6117 | 1263.323 | 19.2887 | 1355.5445 | 3318.2925 | -1962.748 |
Avg Daily Profit (%) | 0.7045 | 0.6939 | 0.0106 | 0.1472 | 0.1942 | 0 |
Buy And Hold Return (%) | 567.8492 | 567.8492 | 567.8492 | 567.8492 | 567.8492 | 567.8492 |
Max Trade Drawdown | -118985 | -84879 | -68551 | -4876365 | -2295030 | -2696810 |
Profit Factor | 3.1495 | 5.5838 | 1.0601 | 1.1007 | 1.5741 | 0.7445 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 35.8696 | 32.6087 | 39.1304 | 35.8696 | 32.6087 | 39.1304 |
Ratio Avg Win / Avg Loss | 5.6308 | 11.5399 | 1.649 | 1.9679 | 3.253 | 1.1581 |
Largest Winning Trade | 742954 | 742954 | 75480 | 3019259 | 3019259 | 1327154 |
Largest Losing Trade | -37368 | -19473 | -37368 | -1132640 | -1042678 | -1132640 |
Avg Bars in Trades | 232 | 211 | 254 | 232 | 211 | 254 |
Avg Bars in Winners | 419 | 385 | 448 | 419 | 385 | 448 |
Avg Bars in Losers | 128 | 126 | 130 | 128 | 126 | 130 |
Bars Traded | 21432 | 9716 | 11716 | 21432 | 9716 | 11716 |
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 | 286347 | 302463 | -501952 | -114345 | 122291 | -583264 |
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{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 250, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } } }
# | 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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