Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329890.5199 | 1281461.1129 | 48429.407 | 2698637.1379 | 3944340.5294 | -1245703.3916 |
Total P&L (%) | 1329.8905 | 1281.4611 | 48.4294 | 2698.6371 | 3944.3405 | -1245.7034 |
Avg Daily Profit (%) | 0.7338 | 0.7071 | 0.0267 | 0.184 | 0.2044 | 0 |
Buy And Hold Return (%) | 524.6718 | 524.6718 | 524.6718 | 524.6718 | 524.6718 | 524.6718 |
Max Trade Drawdown | -128508 | -77167 | -70724 | -9036762 | -6081027 | -4635836 |
Profit Factor | 3.4646 | 5.7959 | 1.1778 | 1.1227 | 1.3663 | 0.889 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 31.5217 | 30.4348 | 32.6087 | 31.5217 | 30.4348 | 32.6087 |
Ratio Avg Win / Avg Loss | 7.5265 | 13.2477 | 2.4341 | 2.439 | 3.123 | 1.8373 |
Largest Winning Trade | 739437 | 739437 | 75139 | 5705461 | 5705461 | 2826423 |
Largest Losing Trade | -29864 | -29864 | -22006 | -1597377 | -1558036 | -1597377 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 169 | 141 | 195 | 169 | 141 | 195 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 7103 | 3128 | 3975 | 7103 | 3128 | 3975 |
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 | 315422 | 333935 | -353492 | -84699 | 77043 | -584689 |
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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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