Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342083.9901 | 1320557.744 | 21526.2461 | 978849.4942 | 996708.6748 | -17859.1806 |
Total P&L (%) | 1342.084 | 1320.5577 | 21.5262 | 978.8495 | 996.7087 | -17.8592 |
Avg Daily Profit (%) | 0.7395 | 0.7276 | 0.0119 | 0.1311 | 0.1321 | -0.0108 |
Buy And Hold Return (%) | 637.886 | 637.886 | 637.886 | 637.886 | 637.886 | 637.886 |
Max Trade Drawdown | -169791 | -99088 | -102228 | -1255289 | -616231 | -802824 |
Profit Factor | 3.43 | 5.4794 | 1.0836 | 1.376 | 1.7843 | 0.9866 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 5.145 | 8.2191 | 1.6254 | 2.064 | 2.6764 | 1.4799 |
Largest Winning Trade | 651693 | 651693 | 67377 | 677068 | 677068 | 365241 |
Largest Losing Trade | -62158 | -54745 | -62158 | -517162 | -475310 | -517162 |
Avg Bars in Trades | 177 | 196 | 157 | 177 | 196 | 157 |
Avg Bars in Winners | 272 | 314 | 229 | 272 | 314 | 229 |
Avg Bars in Losers | 113 | 118 | 108 | 113 | 118 | 108 |
Bars Traded | 10622 | 5907 | 4715 | 10622 | 5907 | 4715 |
Profit Streak | 0 | 103.7424 | 0 | 0 | 103.7424 | 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 | -164653 | 392319 | -474163 | -203530 | -26119 | -583047 |
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{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 205, "offset": 0, "scalar": 1 } } }
# | 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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