Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921041.874 | 1838381.4904 | 82660.3836 | 12350902.5049 | 15433561.9156 | -3082659.4107 |
Total P&L (%) | 1921.0419 | 1838.3815 | 82.6604 | 12350.9025 | 15433.5619 | -3082.6594 |
Avg Daily Profit (%) | 0.766 | 0.733 | 0.033 | 0.1925 | 0.2014 | 0 |
Buy And Hold Return (%) | 1865.5889 | 1865.5889 | 1865.5889 | 1865.5889 | 1865.5889 | 1865.5889 |
Max Trade Drawdown | -100861 | -56494 | -62450 | -25600488 | -13954322 | -14912071 |
Profit Factor | 6.6551 | 10.5019 | 1.5653 | 1.2564 | 1.5711 | 0.8542 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 7.903 | 14.0026 | 1.6574 | 1.492 | 2.0948 | 0.9045 |
Largest Winning Trade | 1513096 | 1513096 | 45382 | 18011713 | 18011713 | 4772200 |
Largest Losing Trade | -34328 | -34328 | -20980 | -10148105 | -10148105 | -7848991 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 113 | 117 | 111 | 113 | 117 | 111 |
Avg Bars in Losers | 31 | 23 | 41 | 31 | 23 | 41 |
Bars Traded | 4854 | 2218 | 2636 | 4854 | 2218 | 2636 |
Profit Streak | 86.7972 | 126.7972 | 0 | 86.7972 | 126.7972 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235012 | -146876 | -312387 | -92347 | 312493 | -581343 |
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{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 73, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 73, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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) |
---|