Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814229.7651 | 645543.6975 | 168686.0677 | 4007838.0939 | 1862532.6662 | 2145305.4277 |
Total P&L (%) | 814.2298 | 645.5437 | 168.6861 | 4007.8381 | 1862.5327 | 2145.3054 |
Avg Daily Profit (%) | 0.4119 | 0.3266 | 0.0853 | 0.1881 | 0.1507 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92573 | -53133 | -151576 | -1504266 | -1119401 | -1057233 |
Profit Factor | 2.1005 | 2.6696 | 1.4776 | 1.4931 | 1.4255 | 1.572 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Profitability (%) | 33.8983 | 28.0899 | 39.7727 | 33.8983 | 28.0899 | 39.7727 |
Ratio Avg Win / Avg Loss | 4.0961 | 6.8342 | 2.2375 | 2.9116 | 3.6492 | 2.3805 |
Largest Winning Trade | 209473 | 209473 | 75205 | 1219910 | 1219910 | 875978 |
Largest Losing Trade | -51691 | -18762 | -51691 | -573403 | -343296 | -573403 |
Avg Bars in Trades | 43 | 39 | 48 | 43 | 39 | 48 |
Avg Bars in Winners | 98 | 100 | 97 | 98 | 100 | 97 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 7730 | 3475 | 4254 | 7730 | 3475 | 4254 |
Profit Streak | 0 | 0 | 505.271 | 0 | 0 | 505.271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306302 | -2300 | -80457 | 179158 | -6934 | 245524 |
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{ "first_band": { "type": "kcb", "factors": { "length": 84, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 84, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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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