Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669370.2436 | 594108.8133 | 75261.4303 | 676667.6931 | 596691.8903 | 79975.8028 |
Total P&L (%) | 669.3702 | 594.1088 | 75.2614 | 676.6677 | 596.6919 | 79.9758 |
Avg Daily Profit (%) | 0.363 | 0.3222 | 0.0408 | 0.1112 | 0.1053 | 0.0319 |
Buy And Hold Return (%) | 129.7635 | 129.7635 | 129.7635 | 129.7635 | 129.7635 | 129.7635 |
Max Trade Drawdown | -90216 | -86500 | -69081 | -360902 | -238216 | -275111 |
Profit Factor | 2.1594 | 3.6255 | 1.2144 | 1.4252 | 1.9467 | 1.0832 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 60 | 53.4884 | 66.6667 | 60 | 53.4884 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4396 | 3.1526 | 0.6072 | 0.9501 | 1.6928 | 0.5416 |
Largest Winning Trade | 384752 | 384752 | 56804 | 222293 | 222293 | 197248 |
Largest Losing Trade | -65484 | -31896 | -65484 | -270293 | -144824 | -270293 |
Avg Bars in Trades | 125 | 118 | 131 | 125 | 118 | 131 |
Avg Bars in Winners | 127 | 124 | 129 | 127 | 124 | 129 |
Avg Bars in Losers | 121 | 112 | 135 | 121 | 112 | 135 |
Bars Traded | 10627 | 5109 | 5518 | 10627 | 5109 | 5518 |
Profit Streak | 0 | 0 | 80.7052 | 0 | 0 | 80.7052 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468037 | 527904 | -303104 | -44296 | -49446 | -443585 |
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{ "first_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 136, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
# | 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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