Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2189677.255 | 2008034.8384 | 181642.4166 | 32247052.2253 | 15627772.6683 | 16619279.557 |
Total P&L (%) | 2189.6773 | 2008.0348 | 181.6424 | 32247.0522 | 15627.7727 | 16619.2796 |
Avg Daily Profit (%) | 0.9642 | 0.8842 | 0.08 | 0.2548 | 0.223 | 0.2257 |
Buy And Hold Return (%) | 354.1254 | 354.1254 | 354.1254 | 354.1254 | 354.1254 | 354.1254 |
Max Trade Drawdown | -109542 | -42766 | -66775 | -17011954 | -12537190 | -13631831 |
Profit Factor | 7.2426 | 12.9421 | 1.9947 | 1.5093 | 1.5292 | 1.492 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 8.0473 | 18.3347 | 1.7287 | 1.677 | 2.1663 | 1.2931 |
Largest Winning Trade | 1408148 | 1408148 | 53570 | 15694949 | 15694949 | 13687756 |
Largest Losing Trade | -32463 | -18774 | -32463 | -13117526 | -4625304 | -13117526 |
Avg Bars in Trades | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Winners | 194 | 181 | 204 | 194 | 181 | 204 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 6429 | 2861 | 3568 | 6429 | 2861 | 3568 |
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 | -159230 | 629040 | -268742 | -169542 | 267187 | -11078 |
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{ "first_band": { "type": "sma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 4 } } }
# | 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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