Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595468.3298 | 523499.5285 | 71968.8013 | 364825.0304 | 54521.9972 | 310303.0332 |
Total P&L (%) | 595.4683 | 523.4995 | 71.9688 | 364.825 | 54.522 | 310.303 |
Avg Daily Profit (%) | 0.3184 | 0.2799 | 0.0385 | 0.0822 | 0.0233 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98254 | -60799 | -51723 | -1223273 | -538689 | -684584 |
Profit Factor | 2.5381 | 3.5662 | 1.3929 | 1.1277 | 1.0381 | 1.2175 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.9726 | 6.1599 | 1.9733 | 1.7651 | 1.7931 | 1.7248 |
Largest Winning Trade | 502267 | 502267 | 52136 | 432912 | 432912 | 345466 |
Largest Losing Trade | -41788 | -38030 | -41788 | -559614 | -247990 | -559614 |
Avg Bars in Trades | 91 | 73 | 109 | 91 | 73 | 109 |
Avg Bars in Winners | 167 | 120 | 211 | 167 | 120 | 211 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 5384 | 2201 | 3183 | 5384 | 2201 | 3183 |
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 | -170173 | 368332 | -143145 | -346242 | -345537 | -94844 |
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{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 23, "offset": 0 } } }
# | 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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