Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610843.9412 | 550836.6982 | 60007.243 | -518685.6199 | 5870639.3457 | -6389324.9656 |
Total P&L (%) | 610.8439 | 550.8367 | 60.0072 | -518.6856 | 5870.6393 | -6389.325 |
Avg Daily Profit (%) | 0.2443 | 0.2203 | 0.024 | 0 | 0.1637 | 0 |
Buy And Hold Return (%) | 920.1906 | 920.1906 | 920.1906 | 920.1906 | 920.1906 | 920.1906 |
Max Trade Drawdown | -122262 | -90095 | -106416 | -7227305 | -1300376 | -7223362 |
Profit Factor | 2.5686 | 4.5301 | 1.2571 | 0.9538 | 3.6397 | 0.2906 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 21 | 19 | 39 | 19 | 20 |
Losing Trades | 26 | 12 | 14 | 27 | 14 | 13 |
Profitability (%) | 60.6061 | 63.6364 | 57.5758 | 59.0909 | 57.5758 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.6696 | 2.5886 | 0.9263 | 0.6603 | 2.6819 | 0.1889 |
Largest Winning Trade | 169464 | 169464 | 47555 | 3416500 | 3416500 | 493749 |
Largest Losing Trade | -104305 | -47242 | -104305 | -7088205 | -635385 | -7088205 |
Avg Bars in Trades | 104 | 94 | 114 | 104 | 94 | 114 |
Avg Bars in Winners | 99 | 85 | 115 | 98 | 85 | 111 |
Avg Bars in Losers | 112 | 110 | 114 | 113 | 106 | 120 |
Bars Traded | 6911 | 3121 | 3790 | 6911 | 3121 | 3790 |
Profit Streak | 106.964 | 106.964 | 114.6306 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278630 | -147811 | -326908 | -708099 | 542467 | -579427 |
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{ "first_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 13, "offset": 248 } } }
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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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