Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416260.1558 | 1304880.5178 | 111379.638 | 7634382.4868 | 4161292.9881 | 3473089.4988 |
Total P&L (%) | 1416.2602 | 1304.8805 | 111.3796 | 7634.3825 | 4161.293 | 3473.0895 |
Avg Daily Profit (%) | 0.7753 | 0.7143 | 0.061 | 0.2383 | 0.2056 | 0.196 |
Buy And Hold Return (%) | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 | 653.6451 |
Max Trade Drawdown | -62331 | -74724 | -44551 | -5590176 | -5227592 | -3537018 |
Profit Factor | 3.5544 | 5.179 | 1.4599 | 1.2637 | 1.2746 | 1.2517 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.6076 | 8.2 | 1.5572 | 1.6381 | 2.0181 | 1.3352 |
Largest Winning Trade | 800909 | 800909 | 60762 | 7841518 | 7841518 | 2597793 |
Largest Losing Trade | -38071 | -38071 | -26833 | -3052963 | -3052963 | -2868285 |
Avg Bars in Trades | 83 | 90 | 76 | 83 | 90 | 76 |
Avg Bars in Winners | 104 | 130 | 83 | 104 | 130 | 83 |
Avg Bars in Losers | 66 | 64 | 68 | 66 | 64 | 68 |
Bars Traded | 10315 | 5596 | 4719 | 10315 | 5596 | 4719 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422365 | -145402 | -429920 | 257700 | -150145 | -148139 |
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{ "first_band": { "type": "kcb", "factors": { "length": 213, "offset": 10, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "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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