Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765138.8561 | 616959.549 | 148179.3071 | 2409143.172 | 811895.5326 | 1597247.6394 |
Total P&L (%) | 765.1389 | 616.9595 | 148.1793 | 2409.1432 | 811.8955 | 1597.2476 |
Avg Daily Profit (%) | 0.4107 | 0.3312 | 0.0795 | 0.1731 | 0.1187 | 0.1521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47278 | -55282 | -29100 | -1685515 | -1548683 | -939156 |
Profit Factor | 2.8079 | 3.7044 | 1.7595 | 1.2582 | 1.1605 | 1.3739 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 31.4961 | 25 | 38.0952 | 31.4961 | 25 | 38.0952 |
Ratio Avg Win / Avg Loss | 6.1071 | 11.1133 | 2.8592 | 2.7365 | 3.4814 | 2.2326 |
Largest Winning Trade | 484974 | 484974 | 61502 | 1560960 | 1560960 | 945356 |
Largest Losing Trade | -28457 | -28457 | -16240 | -599455 | -411330 | -599455 |
Avg Bars in Trades | 84 | 69 | 100 | 84 | 69 | 100 |
Avg Bars in Winners | 202 | 191 | 209 | 202 | 191 | 209 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 10773 | 4431 | 6342 | 10773 | 4431 | 6342 |
Profit Streak | 19.4404 | 32.4404 | 0 | 19.4404 | 32.4404 | 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 | 320283 | -152728 | -234997 | 88058 | -245733 | -142312 |
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{ "first_band": { "type": "kcb", "factors": { "length": 208, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 208, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 11, "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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