Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47357.7678 | 31490.5744 | 15867.1934 | 24391.9126 | 25503.2499 | -1111.3373 |
Total P&L (%) | 47.3578 | 31.4906 | 15.8672 | 24.3919 | 25.5033 | -1.1113 |
Avg Daily Profit (%) | 0.3409 | 0.2267 | 0.1142 | 0.1573 | 0.1637 | -0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53740 | -29439 | -48229 | -53657 | -27970 | -50445 |
Profit Factor | 1.2694 | 1.4594 | 1.148 | 1.1413 | 1.3977 | 0.9898 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 71.7391 | 65.2174 | 78.2609 | 71.7391 | 65.2174 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.5001 | 0.7784 | 0.3189 | 0.4496 | 0.7454 | 0.2749 |
Largest Winning Trade | 11606 | 9572 | 11606 | 8698 | 8698 | 8589 |
Largest Losing Trade | -37343 | -22922 | -37343 | -36502 | -22112 | -36502 |
Avg Bars in Trades | 141 | 137 | 146 | 141 | 137 | 146 |
Avg Bars in Winners | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Losers | 242 | 207 | 298 | 242 | 207 | 298 |
Bars Traded | 13028 | 6310 | 6718 | 13028 | 6310 | 6718 |
Profit Streak | 148.4186 | 148.4186 | 153.1061 | 148.4186 | 148.4186 | 153.1061 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307884 | 212733 | -106162 | -60401 | 160596 | -577349 |
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{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 236, "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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