Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136336.9796 | 94844.6767 | 41492.3028 | 139238.4206 | 81104.3745 | 58134.0461 |
Total P&L (%) | 136.337 | 94.8447 | 41.4923 | 139.2384 | 81.1044 | 58.134 |
Avg Daily Profit (%) | 0.5119 | 0.3561 | 0.1558 | 0.3281 | 0.2233 | 0.1722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50885 | -47644 | -69372 | -80137 | -76700 | -99239 |
Profit Factor | 1.4951 | 1.769 | 1.2729 | 1.3859 | 1.4857 | 1.3 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 48 | 56 | 40 | 48 | 56 | 40 |
Ratio Avg Win / Avg Loss | 1.6197 | 1.3899 | 1.9093 | 1.5014 | 1.1673 | 1.95 |
Largest Winning Trade | 33590 | 33590 | 29338 | 41451 | 41451 | 41179 |
Largest Losing Trade | -33934 | -33934 | -17678 | -55197 | -55197 | -25527 |
Avg Bars in Trades | 124 | 125 | 124 | 124 | 125 | 124 |
Avg Bars in Winners | 158 | 156 | 161 | 158 | 156 | 161 |
Avg Bars in Losers | 93 | 85 | 100 | 93 | 85 | 100 |
Bars Traded | 12499 | 6254 | 6245 | 12499 | 6254 | 6245 |
Profit Streak | 290.3972 | 290.3972 | 300.9388 | 290.3972 | 290.3972 | 300.9388 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437606 | -168487 | -177790 | 357019 | -170647 | -176186 |
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 3 } } }
# | 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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