Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62924.0507 | 40551.4817 | 22372.569 | 75631.4697 | 46512.6953 | 29118.7744 |
Total P&L (%) | 62.9241 | 40.5515 | 22.3726 | 75.6315 | 46.5127 | 29.1188 |
Avg Daily Profit (%) | 0.7248 | 0.4671 | 0.2577 | 0.6509 | 0.4409 | 0.2948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19243 | -14273 | -12724 | -32136 | -23583 | -20805 |
Profit Factor | 1.8208 | 2.1732 | 1.5314 | 1.6442 | 1.8772 | 1.4522 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 40.625 | 46.875 | 34.375 | 40.625 | 46.875 | 34.375 |
Ratio Avg Win / Avg Loss | 2.6611 | 2.463 | 2.9236 | 2.403 | 2.1275 | 2.7724 |
Largest Winning Trade | 19591 | 19591 | 10839 | 21809 | 21809 | 17175 |
Largest Losing Trade | -5549 | -3814 | -5549 | -9768 | -5792 | -9768 |
Avg Bars in Trades | 377 | 405 | 349 | 377 | 405 | 349 |
Avg Bars in Winners | 639 | 646 | 629 | 639 | 646 | 629 |
Avg Bars in Losers | 198 | 192 | 203 | 198 | 192 | 203 |
Bars Traded | 24170 | 12979 | 11191 | 24170 | 12979 | 11191 |
Profit Streak | 4.2328 | 0 | 8.0835 | 4.2328 | 0 | 8.0835 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134283 | 322163 | -1508 | -134784 | 302620 | 15926 |
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{ "first_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 143, "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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