Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1162803.2205 | 1153017.8428 | 9785.3776 | 456055.0893 | 327718.1133 | 128336.976 |
Total P&L (%) | 1162.8032 | 1153.0178 | 9.7854 | 456.0551 | 327.7181 | 128.337 |
Avg Daily Profit (%) | 0.522 | 0.5176 | 0.0044 | 0.0771 | 0.0653 | 0.0371 |
Buy And Hold Return (%) | 207.7136 | 207.7136 | 207.7136 | 207.7136 | 207.7136 | 207.7136 |
Max Trade Drawdown | -108839 | -85097 | -167787 | -1037380 | -980015 | -521611 |
Profit Factor | 1.8254 | 2.6843 | 1.0135 | 1.0664 | 1.0881 | 1.0407 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 272 | 134 | 138 | 272 | 134 | 138 |
Profitability (%) | 29.7158 | 30.9278 | 28.4974 | 29.7158 | 30.9278 | 28.4974 |
Ratio Avg Win / Avg Loss | 4.3175 | 5.995 | 2.543 | 2.5223 | 2.4301 | 2.6113 |
Largest Winning Trade | 950723 | 950723 | 52797 | 949958 | 949958 | 265523 |
Largest Losing Trade | -40407 | -19312 | -40407 | -218041 | -218041 | -136302 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 4282 | 2039 | 2243 | 4282 | 2039 | 2243 |
Profit Streak | 10.9157 | 11.4157 | 0 | 10.9157 | 11.4157 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260357 | 319027 | -570947 | -248122 | -244018 | -497418 |
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{ "first_band": { "type": "kcb", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 10, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 161, "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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