Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343901.7619 | 149212.7897 | 194688.9722 | 327863.2882 | 130809.6653 | 197053.6229 |
Total P&L (%) | 343.9018 | 149.2128 | 194.689 | 327.8633 | 130.8097 | 197.0536 |
Avg Daily Profit (%) | 0.2138 | 0.0928 | 0.1211 | 0.0904 | 0.052 | 0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67603 | -73538 | -55726 | -215081 | -149430 | -144291 |
Profit Factor | 1.6394 | 1.5668 | 1.709 | 1.3493 | 1.3046 | 1.387 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 55.5556 | 50 | 61.194 | 55.5556 | 50 | 61.194 |
Ratio Avg Win / Avg Loss | 1.3115 | 1.5668 | 1.0838 | 1.0794 | 1.3046 | 0.8796 |
Largest Winning Trade | 140110 | 140110 | 62042 | 115605 | 115605 | 105108 |
Largest Losing Trade | -55726 | -31419 | -55726 | -144291 | -68425 | -144291 |
Avg Bars in Trades | 33 | 21 | 45 | 33 | 21 | 45 |
Avg Bars in Winners | 36 | 22 | 49 | 36 | 22 | 49 |
Avg Bars in Losers | 28 | 20 | 39 | 28 | 20 | 39 |
Bars Traded | 4506 | 1467 | 3039 | 4506 | 1467 | 3039 |
Profit Streak | 37.9578 | 37.9578 | 76.9578 | 37.9578 | 37.9578 | 76.9578 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445569 | -173750 | -143089 | -69214 | -230806 | -217378 |
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 96, "offset": 28 } } }
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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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