Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2950205.3603 | 2903243.2229 | 46962.1374 | 4291970.3006 | 3759773.2814 | 532197.0192 |
Total P&L (%) | 2950.2054 | 2903.2432 | 46.9621 | 4291.9703 | 3759.7733 | 532.197 |
Avg Daily Profit (%) | 1.5029 | 1.479 | 0.0239 | 0.1929 | 0.1863 | 0.094 |
Buy And Hold Return (%) | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 | 1164.6667 |
Max Trade Drawdown | -118067 | -53126 | -105814 | -7252118 | -2791870 | -5734273 |
Profit Factor | 6.0418 | 12.8348 | 1.1382 | 1.244 | 1.4976 | 1.053 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 53.75 | 57.5 | 50 | 53.75 | 57.5 | 50 |
Ratio Avg Win / Avg Loss | 5.1987 | 9.4866 | 1.1382 | 1.0704 | 1.1069 | 1.053 |
Largest Winning Trade | 2654748 | 2654748 | 63995 | 3174226 | 1509453 | 3174226 |
Largest Losing Trade | -72758 | -46845 | -72758 | -2208047 | -1251552 | -2208047 |
Avg Bars in Trades | 142 | 135 | 148 | 142 | 135 | 148 |
Avg Bars in Winners | 188 | 177 | 201 | 188 | 177 | 201 |
Avg Bars in Losers | 88 | 79 | 95 | 88 | 79 | 95 |
Bars Traded | 11362 | 5438 | 5924 | 11362 | 5438 | 5924 |
Profit Streak | 0 | 0 | 605.1779 | 0 | 0 | 605.1779 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4513 | 708488 | -394218 | -18075 | 262949 | -394077 |
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{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 86, "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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