Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2217476.7288 | 2148928.4865 | 68548.2422 | 24836754.0905 | 24763842.8982 | 72911.1923 |
Total P&L (%) | 2217.4767 | 2148.9285 | 68.5482 | 24836.7541 | 24763.8429 | 72.9112 |
Avg Daily Profit (%) | 1.187 | 1.1503 | 0.0367 | 0.2959 | 0.2957 | 0.0293 |
Buy And Hold Return (%) | 5810.5166 | 5810.5166 | 5810.5166 | 5810.5166 | 5810.5166 | 5810.5166 |
Max Trade Drawdown | -124938 | -76504 | -81888 | -12172460 | -5566156 | -7036347 |
Profit Factor | 6.4147 | 11.4492 | 1.3362 | 1.818 | 2.9031 | 1.0042 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 51.5152 | 57.5758 | 45.4545 | 51.5152 | 57.5758 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.0374 | 8.4362 | 1.6035 | 1.711 | 2.1391 | 1.205 |
Largest Winning Trade | 1413624 | 1413624 | 69091 | 9469036 | 9469036 | 5086936 |
Largest Losing Trade | -50435 | -50435 | -31462 | -7036347 | -5136112 | -7036347 |
Avg Bars in Trades | 328 | 330 | 327 | 328 | 330 | 327 |
Avg Bars in Winners | 454 | 469 | 435 | 454 | 469 | 435 |
Avg Bars in Losers | 195 | 141 | 237 | 195 | 141 | 237 |
Bars Traded | 21711 | 10899 | 10812 | 21711 | 10899 | 10812 |
Profit Streak | 0 | 228.0398 | 0 | 0 | 228.0398 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272050 | -141848 | -310034 | -117975 | 516244 | -537190 |
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{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 194, "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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