Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784288.5466 | 680656.764 | 103631.7826 | 1282600.9987 | 13017.8393 | 1269583.1594 |
Total P&L (%) | 784.2885 | 680.6568 | 103.6318 | 1282.601 | 13.0178 | 1269.5832 |
Avg Daily Profit (%) | 0.3765 | 0.3267 | 0.0497 | 0.1262 | 0.0059 | 0.1257 |
Buy And Hold Return (%) | 43.2895 | 43.2895 | 43.2895 | 43.2895 | 43.2895 | 43.2895 |
Max Trade Drawdown | -120191 | -95366 | -131683 | -1887031 | -1551038 | -605250 |
Profit Factor | 1.9933 | 2.5972 | 1.2851 | 1.1635 | 1.0029 | 1.3866 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 44.5783 | 43.3735 | 45.7831 | 44.5783 | 43.3735 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.4781 | 3.3908 | 1.5219 | 1.4465 | 1.3093 | 1.642 |
Largest Winning Trade | 296847 | 296847 | 52623 | 1026778 | 1026778 | 865593 |
Largest Losing Trade | -42055 | -28847 | -42055 | -510144 | -510144 | -463134 |
Avg Bars in Trades | 148 | 128 | 168 | 148 | 128 | 168 |
Avg Bars in Winners | 218 | 181 | 253 | 218 | 181 | 253 |
Avg Bars in Losers | 92 | 88 | 97 | 92 | 88 | 97 |
Bars Traded | 24665 | 10662 | 14002 | 24665 | 10662 | 14002 |
Profit Streak | 4.7652 | 15.5985 | 0 | 4.7652 | 15.5985 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453258 | 422846 | -131612 | -65618 | -570467 | -25037 |
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{ "first_band": { "type": "kcb", "factors": { "length": 193, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 77, "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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