Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268282.7008 | 199087.6511 | 69195.0497 | 611823.9764 | 487596.0604 | 124227.916 |
Total P&L (%) | 268.2827 | 199.0877 | 69.1951 | 611.824 | 487.5961 | 124.2279 |
Avg Daily Profit (%) | 0.5151 | 0.3823 | 0.1329 | 0.3775 | 0.3406 | 0.1552 |
Buy And Hold Return (%) | 74.3808 | 74.3808 | 74.3808 | 74.3808 | 74.3808 | 74.3808 |
Max Trade Drawdown | -32449 | -37044 | -41096 | -305448 | -178808 | -328442 |
Profit Factor | 1.6259 | 1.8785 | 1.3425 | 1.3293 | 1.4938 | 1.1427 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 44.2623 | 40.6593 | 47.8261 | 44.2623 | 40.6593 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.0474 | 2.7416 | 1.4645 | 1.6739 | 2.1802 | 1.2466 |
Largest Winning Trade | 76804 | 76804 | 16978 | 194148 | 194148 | 93009 |
Largest Losing Trade | -17916 | -12096 | -17916 | -80735 | -80735 | -68485 |
Avg Bars in Trades | 134 | 143 | 126 | 134 | 143 | 126 |
Avg Bars in Winners | 169 | 172 | 167 | 169 | 172 | 167 |
Avg Bars in Losers | 106 | 123 | 87 | 106 | 123 | 87 |
Bars Traded | 24643 | 13049 | 11594 | 24643 | 13049 | 11594 |
Profit Streak | 0 | 13.8493 | 0 | 0 | 13.8493 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323245 | 212770 | -182823 | 327144 | 268920 | -67147 |
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{ "first_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 5 } } }
# | 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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