Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250737.9377 | 100768.3005 | 149969.6372 | 192055.4618 | 228898.4971 | -36843.0353 |
Total P&L (%) | 250.7379 | 100.7683 | 149.9696 | 192.0555 | 228.8985 | -36.843 |
Avg Daily Profit (%) | 0.2247 | 0.0903 | 0.1344 | 0.0961 | 0.1068 | -0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135254 | -46986 | -104796 | -474756 | -146234 | -425989 |
Profit Factor | 1.5967 | 1.504 | 1.6808 | 1.1821 | 1.6002 | 0.9453 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 59.8214 | 57.1429 | 62.5 | 59.8214 | 57.1429 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0724 | 1.128 | 1.0085 | 0.794 | 1.2001 | 0.5672 |
Largest Winning Trade | 54326 | 54326 | 25520 | 190247 | 190247 | 54113 |
Largest Losing Trade | -70205 | -35407 | -70205 | -379416 | -57013 | -379416 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 36 | 24 | 48 | 36 | 24 | 48 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 4292 | 1599 | 2693 | 4292 | 1599 | 2693 |
Profit Streak | 0 | 52.0225 | 0 | 0 | 52.0225 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406801 | -248497 | -189952 | -84976 | -225977 | -759212 |
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{ "first_band": { "type": "kcb", "factors": { "length": 113, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 113, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 72, "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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