Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474749.1116 | 438634.6847 | 36114.4269 | 886919.0622 | 605311.0345 | 281608.0277 |
Total P&L (%) | 474.7491 | 438.6347 | 36.1144 | 886.9191 | 605.311 | 281.608 |
Avg Daily Profit (%) | 0.2402 | 0.2219 | 0.0183 | 0.1159 | 0.0989 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101121 | -54335 | -109786 | -773063 | -449034 | -528279 |
Profit Factor | 2.3873 | 3.8932 | 1.1895 | 1.6558 | 2.0043 | 1.3757 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 34.4828 | 37.931 | 31.0345 | 34.4828 | 37.931 | 31.0345 |
Ratio Avg Win / Avg Loss | 4.5359 | 6.3707 | 2.6433 | 3.1461 | 3.2797 | 3.0571 |
Largest Winning Trade | 124295 | 124295 | 90871 | 656375 | 246146 | 656375 |
Largest Losing Trade | -35988 | -35988 | -30768 | -416723 | -184642 | -416723 |
Avg Bars in Trades | 127 | 114 | 139 | 127 | 114 | 139 |
Avg Bars in Winners | 278 | 226 | 341 | 278 | 226 | 341 |
Avg Bars in Losers | 47 | 45 | 48 | 47 | 45 | 48 |
Bars Traded | 7367 | 3317 | 4050 | 7367 | 3317 | 4050 |
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 | -173300 | 361545 | -189432 | -220553 | -61501 | -108216 |
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{ "first_band": { "type": "kcb", "factors": { "length": 239, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 15, "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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