Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103982.6621 | 990566.9497 | 113415.7124 | 2664824.6939 | -124394.3841 | 2789219.0779 |
Total P&L (%) | 1103.9827 | 990.567 | 113.4157 | 2664.8247 | -124.3944 | 2789.2191 |
Avg Daily Profit (%) | 0.5299 | 0.4755 | 0.0544 | 0.1595 | 0 | 0.1616 |
Buy And Hold Return (%) | 90.184 | 90.184 | 90.184 | 90.184 | 90.184 | 90.184 |
Max Trade Drawdown | -135728 | -94734 | -262492 | -5160795 | -5660823 | -2785872 |
Profit Factor | 1.7269 | 2.3373 | 1.1458 | 1.1134 | 0.9906 | 1.2704 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 239 | 125 | 114 | 239 | 125 | 114 |
Profitability (%) | 33.0532 | 30.1676 | 35.9551 | 33.0532 | 30.1676 | 35.9551 |
Ratio Avg Win / Avg Loss | 3.4978 | 5.4103 | 2.0409 | 2.2551 | 2.293 | 2.263 |
Largest Winning Trade | 510056 | 510056 | 49964 | 3795972 | 3795972 | 1133712 |
Largest Losing Trade | -31668 | -29596 | -31668 | -1207322 | -1207322 | -775842 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 136 | 139 | 133 | 136 | 139 | 133 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 24784 | 11942 | 12842 | 24784 | 11942 | 12842 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338645 | 270454 | -269990 | -91699 | -585330 | 130984 |
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{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 26, "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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