Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260306.8247 | 274183.0918 | -13876.2671 | -100618.8331 | 50796.4337 | -151415.2668 |
Total P&L (%) | 260.3068 | 274.1831 | -13.8763 | -100.6188 | 50.7964 | -151.4153 |
Avg Daily Profit (%) | 0.1844 | 0.1942 | -0.0098 | 0 | 0.0291 | 0 |
Buy And Hold Return (%) | 11.388 | 11.388 | 11.388 | 11.388 | 11.388 | 11.388 |
Max Trade Drawdown | -148653 | -90532 | -177024 | -332610 | -205086 | -212880 |
Profit Factor | 1.2905 | 1.7217 | 0.9731 | 0.848 | 1.1765 | 0.5952 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 106 | 53 | 53 | 66 | 33 | 33 |
Losing Trades | 56 | 28 | 28 | 96 | 48 | 48 |
Profitability (%) | 65.4321 | 65.4321 | 65.4321 | 40.7407 | 40.7407 | 40.7407 |
Ratio Avg Win / Avg Loss | 0.6818 | 0.9096 | 0.5141 | 1.2334 | 1.7113 | 0.8658 |
Largest Winning Trade | 46409 | 46409 | 37783 | 62203 | 62203 | 43477 |
Largest Losing Trade | -101282 | -55540 | -101282 | -152758 | -122936 | -152758 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 23 | 21 | 25 | 42 | 42 | 42 |
Avg Bars in Losers | 55 | 54 | 56 | 28 | 26 | 31 |
Bars Traded | 5583 | 2652 | 2932 | 5583 | 2652 | 2932 |
Profit Streak | 463.7301 | 0 | 543.7301 | 0 | 498.2301 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334092 | -1623 | -589106 | -581863 | -196047 | -596336 |
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{ "first_band": { "type": "kcb", "factors": { "length": 38, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 38, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 52, "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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