Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420084.4469 | 1445925.0258 | -25840.5789 | 176531.0506 | 674593.2456 | -498062.195 |
Total P&L (%) | 1420.0844 | 1445.925 | -25.8406 | 176.5311 | 674.5932 | -498.0622 |
Avg Daily Profit (%) | 0.6298 | 0.6413 | -0.0115 | 0.0451 | 0.0908 | 0 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -151595 | -89202 | -149738 | -1067583 | -572843 | -819782 |
Profit Factor | 3.0742 | 5.781 | 0.9324 | 1.0442 | 1.4005 | 0.784 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 40.367 | 32.7273 | 48.1481 | 40.367 | 32.7273 | 48.1481 |
Ratio Avg Win / Avg Loss | 4.5414 | 11.8831 | 1.0041 | 1.5426 | 2.8789 | 0.8443 |
Largest Winning Trade | 1163239 | 1163239 | 64244 | 769863 | 769863 | 435135 |
Largest Losing Trade | -69065 | -35334 | -69065 | -819782 | -282014 | -819782 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 191 | 212 | 176 | 191 | 212 | 176 |
Avg Bars in Losers | 65 | 64 | 66 | 65 | 64 | 66 |
Bars Traded | 12688 | 6224 | 6464 | 12688 | 6224 | 6464 |
Profit Streak | 31.4669 | 31.9669 | 0 | 31.4669 | 31.9669 | 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 | 483274 | -167514 | -759886 | -472092 | -259944 | -761553 |
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{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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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