Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399998.7148 | 308694.9479 | 91303.7669 | -593161.2019 | 1131726 | -1724887.2019 |
Total P&L (%) | 399.9987 | 308.6949 | 91.3038 | -593.1612 | 1131.726 | -1724.8872 |
Avg Daily Profit (%) | 0.2499 | 0.1929 | 0.0571 | 0 | 0.157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190977 | -70245 | -189645 | -5105337 | -836228 | -4803984 |
Profit Factor | 1.5887 | 2.056 | 1.2359 | 0.9305 | 1.4545 | 0.7146 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 65 | 31 | 34 | 58 | 30 | 28 |
Losing Trades | 36 | 20 | 16 | 43 | 21 | 22 |
Profitability (%) | 64.3564 | 60.7843 | 68 | 57.4257 | 58.8235 | 56 |
Ratio Avg Win / Avg Loss | 0.8799 | 1.3265 | 0.5816 | 0.6898 | 1.0181 | 0.5615 |
Largest Winning Trade | 142840 | 142840 | 50447 | 1174741 | 604404 | 1174741 |
Largest Losing Trade | -141404 | -53419 | -141404 | -4403717 | -674899 | -4403717 |
Avg Bars in Trades | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Winners | 35 | 29 | 41 | 51 | 39 | 64 |
Avg Bars in Losers | 65 | 53 | 80 | 38 | 37 | 40 |
Bars Traded | 4673 | 1985 | 2687 | 4673 | 1985 | 2687 |
Profit Streak | 33.455 | 35.7883 | 33.455 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425070 | -167308 | -295891 | -579546 | -170213 | -760055 |
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{ "first_band": { "type": "kcb", "factors": { "length": 96, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 106, "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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