Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785957.0466 | 559964.0958 | 225992.9507 | 3490473.78 | 1438547.7346 | 2051926.0455 |
Total P&L (%) | 785.957 | 559.9641 | 225.993 | 3490.4738 | 1438.5477 | 2051.926 |
Avg Daily Profit (%) | 0.4132 | 0.2944 | 0.1188 | 0.1884 | 0.1438 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86024 | -111226 | -70365 | -2905840 | -3459445 | -2154460 |
Profit Factor | 2.4163 | 2.7872 | 1.9354 | 1.2708 | 1.1901 | 1.3856 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 50.6024 | 47.619 | 53.6585 | 50.6024 | 47.619 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.3588 | 3.0659 | 1.6715 | 1.2405 | 1.3091 | 1.1967 |
Largest Winning Trade | 245450 | 245450 | 53639 | 2634231 | 2634231 | 1316805 |
Largest Losing Trade | -50477 | -35547 | -50477 | -2154460 | -1148961 | -2154460 |
Avg Bars in Trades | 66 | 62 | 71 | 66 | 62 | 71 |
Avg Bars in Winners | 98 | 94 | 102 | 98 | 94 | 102 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 5551 | 2607 | 2944 | 5551 | 2607 | 2944 |
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 | 477496 | 478114 | -30223 | 239206 | -12992 | 317708 |
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 5 } } }
# | 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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