Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276073.3797 | 1180478.0573 | 95595.3224 | 483467.5358 | 577596.901 | -94129.3652 |
Total P&L (%) | 1276.0734 | 1180.4781 | 95.5953 | 483.4675 | 577.5969 | -94.1294 |
Avg Daily Profit (%) | 0.688 | 0.6365 | 0.0515 | 0.0951 | 0.1032 | -0.1528 |
Buy And Hold Return (%) | 76.0241 | 76.0241 | 76.0241 | 76.0241 | 76.0241 | 76.0241 |
Max Trade Drawdown | -100447 | -119429 | -92234 | -1378426 | -705035 | -885795 |
Profit Factor | 3.1469 | 4.7767 | 1.3392 | 1.1321 | 1.2994 | 0.9456 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 54.6392 | 46.9388 | 62.5 | 54.6392 | 46.9388 | 62.5 |
Ratio Avg Win / Avg Loss | 2.6125 | 5.3998 | 0.8035 | 0.9398 | 1.4689 | 0.5674 |
Largest Winning Trade | 1098037 | 1098037 | 64747 | 1080009 | 1080009 | 249790 |
Largest Losing Trade | -77668 | -42729 | -77668 | -814498 | -545828 | -814498 |
Avg Bars in Trades | 54 | 43 | 66 | 54 | 43 | 66 |
Avg Bars in Winners | 60 | 47 | 70 | 60 | 47 | 70 |
Avg Bars in Losers | 47 | 39 | 58 | 47 | 39 | 58 |
Bars Traded | 5285 | 2112 | 3173 | 5285 | 2112 | 3173 |
Profit Streak | 0 | 0 | 71.9565 | 0 | 0 | 71.9565 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 686963 | 658995 | -208027 | -142433 | -55778 | -577692 |
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{ "first_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 58, "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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