Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505090.6849 | 480840.61 | 24250.0749 | 567260.1585 | 479117.5021 | 88142.6564 |
Total P&L (%) | 505.0907 | 480.8406 | 24.2501 | 567.2602 | 479.1175 | 88.1427 |
Avg Daily Profit (%) | 0.3122 | 0.2972 | 0.015 | 0.1174 | 0.1086 | 0.0391 |
Buy And Hold Return (%) | 22.9714 | 22.9714 | 22.9714 | 22.9714 | 22.9714 | 22.9714 |
Max Trade Drawdown | -94577 | -106411 | -126123 | -670937 | -711168 | -496332 |
Profit Factor | 2.0091 | 3.0632 | 1.0907 | 1.2326 | 1.3592 | 1.0798 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.3752 | 5.6159 | 1.6779 | 2.0708 | 2.4918 | 1.6612 |
Largest Winning Trade | 167272 | 167272 | 65492 | 390456 | 361159 | 390456 |
Largest Losing Trade | -38607 | -38607 | -36173 | -380915 | -380915 | -158399 |
Avg Bars in Trades | 283 | 266 | 300 | 283 | 266 | 300 |
Avg Bars in Winners | 567 | 542 | 590 | 567 | 542 | 590 |
Avg Bars in Losers | 114 | 115 | 112 | 114 | 115 | 112 |
Bars Traded | 18982 | 9060 | 9922 | 18982 | 9060 | 9922 |
Profit Streak | 0 | 0 | 704.7044 | 0 | 0 | 704.7044 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113397 | 308431 | -444169 | -161317 | -52173 | -277903 |
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{ "first_band": { "type": "kcb", "factors": { "length": 205, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 112, "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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