Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459818.1538 | 1355888.9718 | 103929.182 | 8693591.4095 | 11306015.1958 | -2612423.7862 |
Total P&L (%) | 1459.8182 | 1355.889 | 103.9292 | 8693.5914 | 11306.0152 | -2612.4238 |
Avg Daily Profit (%) | 0.8049 | 0.7476 | 0.0573 | 0.2471 | 0.2615 | 0 |
Buy And Hold Return (%) | 550.2694 | 550.2694 | 550.2694 | 550.2694 | 550.2694 | 550.2694 |
Max Trade Drawdown | -112576 | -74547 | -70813 | -22364070 | -15264715 | -12799601 |
Profit Factor | 2.791 | 4.5112 | 1.2423 | 1.1148 | 1.3105 | 0.9335 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 40.6542 | 37.3832 | 43.9252 | 40.6542 | 37.3832 | 43.9252 |
Ratio Avg Win / Avg Loss | 4.0742 | 7.5563 | 1.5859 | 1.6274 | 2.1952 | 1.1917 |
Largest Winning Trade | 776120 | 776120 | 74623 | 11805635 | 11805635 | 6092651 |
Largest Losing Trade | -41212 | -20419 | -41212 | -5561639 | -3407201 | -5561639 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5368 | 2454 | 2914 | 5368 | 2454 | 2914 |
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 | 462266 | 412604 | -283691 | -86888 | 177290 | -581465 |
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{ "first_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 8, "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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