Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437959.5565 | 132496.2017 | 305463.3548 | 1770616.9605 | 113283.7437 | 1657333.2167 |
Total P&L (%) | 437.9596 | 132.4962 | 305.4634 | 1770.617 | 113.2837 | 1657.3332 |
Avg Daily Profit (%) | 0.2647 | 0.0801 | 0.1846 | 0.1772 | 0.0458 | 0.1734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70492 | -115048 | -46737 | -1077834 | -807320 | -270514 |
Profit Factor | 2.1047 | 1.5424 | 3.0071 | 1.7255 | 1.0704 | 2.9965 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 61.1765 | 54.7619 | 67.4419 | 61.1765 | 54.7619 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.3357 | 1.2742 | 1.4517 | 1.0951 | 0.8842 | 1.4466 |
Largest Winning Trade | 56768 | 56768 | 50629 | 521204 | 241591 | 521204 |
Largest Losing Trade | -42826 | -27412 | -42826 | -492220 | -492220 | -270514 |
Avg Bars in Trades | 74 | 53 | 94 | 74 | 53 | 94 |
Avg Bars in Winners | 81 | 44 | 110 | 81 | 44 | 110 |
Avg Bars in Losers | 64 | 65 | 63 | 64 | 65 | 63 |
Bars Traded | 6348 | 2266 | 4083 | 6348 | 2266 | 4083 |
Profit Streak | 45.6348 | 0 | 76.8848 | 45.6348 | 0 | 76.8848 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488723 | -83804 | 539714 | 450450 | -275898 | 550518 |
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{ "first_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 236, "offset": 0, "scalar": 3 } } }
# | 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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