Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377016.5041 | 345881.4557 | 31135.0483 | 351404.5212 | 329243.9154 | 22160.6058 |
Total P&L (%) | 377.0165 | 345.8815 | 31.135 | 351.4045 | 329.2439 | 22.1606 |
Avg Daily Profit (%) | 0.3619 | 0.332 | 0.0299 | 0.1448 | 0.14 | 0.0192 |
Buy And Hold Return (%) | 167.2986 | 167.2986 | 167.2986 | 167.2986 | 167.2986 | 167.2986 |
Max Trade Drawdown | -93068 | -57480 | -46583 | -503100 | -301158 | -233349 |
Profit Factor | 2.0479 | 3.1191 | 1.1584 | 1.2646 | 1.5274 | 1.0315 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.2553 | 46.8085 | 61.7021 | 54.2553 | 46.8085 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.7267 | 3.5444 | 0.719 | 1.0662 | 1.7357 | 0.6402 |
Largest Winning Trade | 275055 | 275055 | 37659 | 295926 | 295926 | 182104 |
Largest Losing Trade | -25237 | -18052 | -25237 | -157279 | -90393 | -157279 |
Avg Bars in Trades | 259 | 241 | 278 | 259 | 241 | 278 |
Avg Bars in Winners | 319 | 323 | 316 | 319 | 323 | 316 |
Avg Bars in Losers | 188 | 168 | 215 | 188 | 168 | 215 |
Bars Traded | 24405 | 11333 | 13072 | 24405 | 11333 | 13072 |
Profit Streak | 38.3972 | 94.6889 | 38.3972 | 38.3972 | 94.6889 | 38.3972 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364619 | 310821 | -363572 | -3668 | -10353 | -517410 |
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{ "first_band": { "type": "kcb", "factors": { "length": 247, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 156, "offset": 0 } } }
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# | 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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