Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542270.4684 | 486829.5485 | 55440.9199 | -77150.2047 | -148168.7843 | 71018.5796 |
Total P&L (%) | 542.2705 | 486.8295 | 55.4409 | -77.1502 | -148.1688 | 71.0186 |
Avg Daily Profit (%) | 0.2272 | 0.204 | 0.0232 | -0.0618 | 0 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141757 | -117623 | -119538 | -1226493 | -1047343 | -600297 |
Profit Factor | 1.8127 | 2.6763 | 1.1471 | 0.9633 | 0.8773 | 1.0794 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 54.5455 | 65.625 | 60 | 54.5455 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2085 | 2.2303 | 0.6009 | 0.6422 | 0.7311 | 0.5654 |
Largest Winning Trade | 249742 | 249742 | 64892 | 448182 | 448182 | 172691 |
Largest Losing Trade | -83812 | -41035 | -83812 | -509543 | -509543 | -382601 |
Avg Bars in Trades | 106 | 81 | 132 | 106 | 81 | 132 |
Avg Bars in Winners | 121 | 89 | 148 | 121 | 89 | 148 |
Avg Bars in Losers | 83 | 71 | 99 | 83 | 71 | 99 |
Bars Traded | 6908 | 2684 | 4224 | 6908 | 2684 | 4224 |
Profit Streak | 55.4877 | 55.4877 | 307.4877 | 55.4877 | 55.4877 | 307.4877 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122641 | 515049 | -219789 | -714016 | -579231 | -294322 |
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 82, "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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