Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384889.7582 | 1212628.6673 | 172261.0908 | 2027038.6663 | 2083276.2563 | -56237.59 |
Total P&L (%) | 1384.8898 | 1212.6287 | 172.2611 | 2027.0387 | 2083.2763 | -56.2376 |
Avg Daily Profit (%) | 0.583 | 0.5105 | 0.0725 | 0.1288 | 0.1299 | -0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126976 | -87981 | -69872 | -5646409 | -4070120 | -4987954 |
Profit Factor | 3.1167 | 4.4651 | 1.566 | 1.0933 | 1.1886 | 0.9947 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 40 | 34.2105 | 45.9459 | 40 | 34.2105 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.675 | 8.5868 | 1.8424 | 1.64 | 2.2859 | 1.1703 |
Largest Winning Trade | 874593 | 874593 | 69723 | 3974203 | 3974203 | 2791147 |
Largest Losing Trade | -46748 | -35888 | -46748 | -2050071 | -2050071 | -1890271 |
Avg Bars in Trades | 123 | 97 | 150 | 123 | 97 | 150 |
Avg Bars in Winners | 222 | 193 | 245 | 222 | 193 | 245 |
Avg Bars in Losers | 57 | 47 | 70 | 57 | 47 | 70 |
Bars Traded | 9270 | 3695 | 5575 | 9270 | 3695 | 5575 |
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 | -47900 | 430802 | -94868 | -202594 | -37242 | -580682 |
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
# | 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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