Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002935.925 | 781138.6426 | 221797.2824 | 7096256.0284 | 2512054.9508 | 4584201.0776 |
Total P&L (%) | 1002.9359 | 781.1386 | 221.7973 | 7096.256 | 2512.055 | 4584.2011 |
Avg Daily Profit (%) | 0.5076 | 0.3953 | 0.1122 | 0.2166 | 0.1653 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152979 | -183969 | -55703 | -5858557 | -7238889 | -1270977 |
Profit Factor | 2.0407 | 2.2695 | 1.6366 | 1.3036 | 1.1535 | 1.6543 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 47.4903 | 46.9231 | 48.062 | 47.4903 | 46.9231 | 48.062 |
Ratio Avg Win / Avg Loss | 2.2563 | 2.5671 | 1.7686 | 1.4414 | 1.3047 | 1.7878 |
Largest Winning Trade | 348745 | 348745 | 67309 | 5299502 | 5299502 | 2384530 |
Largest Losing Trade | -45472 | -45472 | -22444 | -2954324 | -2954324 | -845810 |
Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Winners | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 11675 | 5290 | 6385 | 11675 | 5290 | 6385 |
Profit Streak | 0 | 0 | 503.8493 | 0 | 0 | 503.8493 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537269 | 454371 | -40051 | 311928 | -45386 | 400376 |
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{ "first_band": { "type": "kcb", "factors": { "length": 101, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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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