Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797194.8969 | 686213.0355 | 110981.8614 | 703071.2807 | -32287.0946 | 735358.3753 |
Total P&L (%) | 797.1949 | 686.213 | 110.9819 | 703.0713 | -32.2871 | 735.3584 |
Avg Daily Profit (%) | 0.3308 | 0.2847 | 0.0461 | 0.0865 | -0.0162 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161024 | -103607 | -165189 | -730220 | -660059 | -267317 |
Profit Factor | 1.6999 | 2.155 | 1.2037 | 1.1591 | 0.9871 | 1.3851 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 48.0144 | 46.0432 | 50 | 48.0144 | 46.0432 | 50 |
Ratio Avg Win / Avg Loss | 1.8405 | 2.5254 | 1.2037 | 1.255 | 1.1568 | 1.3851 |
Largest Winning Trade | 300410 | 300410 | 61643 | 397651 | 397651 | 323071 |
Largest Losing Trade | -45598 | -29260 | -45598 | -209063 | -161873 | -209063 |
Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Winners | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 7167 | 3113 | 4054 | 7167 | 3113 | 4054 |
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 | 479923 | 410925 | -131820 | -121612 | -580558 | -74207 |
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{ "first_band": { "type": "kcb", "factors": { "length": 51, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 18, "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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