Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323684.8472 | 1293093.7055 | 30591.1417 | 2008635.4825 | 3691455.9605 | -1682820.478 |
Total P&L (%) | 1323.6848 | 1293.0937 | 30.5911 | 2008.6355 | 3691.456 | -1682.8205 |
Avg Daily Profit (%) | 0.7287 | 0.7119 | 0.0168 | 0.168 | 0.2003 | 0 |
Buy And Hold Return (%) | 679.2948 | 679.2948 | 679.2948 | 679.2948 | 679.2948 | 679.2948 |
Max Trade Drawdown | -117774 | -70193 | -66104 | -6562211 | -4040832 | -3586070 |
Profit Factor | 3.3781 | 6.0666 | 1.1015 | 1.1287 | 1.5248 | 0.8037 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.8889 | 41.6667 | 36.1111 | 38.8889 | 41.6667 | 36.1111 |
Ratio Avg Win / Avg Loss | 5.3084 | 8.4932 | 1.9488 | 1.7737 | 2.1347 | 1.4219 |
Largest Winning Trade | 734177 | 734177 | 76761 | 5080273 | 5080273 | 1672900 |
Largest Losing Trade | -31217 | -22085 | -31217 | -1467261 | -1467261 | -1245397 |
Avg Bars in Trades | 293 | 268 | 318 | 293 | 268 | 318 |
Avg Bars in Winners | 505 | 426 | 596 | 505 | 426 | 596 |
Avg Bars in Losers | 158 | 155 | 161 | 158 | 155 | 161 |
Bars Traded | 21126 | 9665 | 11461 | 21126 | 9665 | 11461 |
Profit Streak | 0 | 104.9062 | 0 | 0 | 104.9062 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76313 | 386200 | -449304 | -161327 | 247813 | -584514 |
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 137, "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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