Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015205.7569 | 882847.7045 | 132358.0523 | 423337.8766 | 41328.588 | 382009.2886 |
Total P&L (%) | 1015.2058 | 882.8477 | 132.3581 | 423.3379 | 41.3286 | 382.0093 |
Avg Daily Profit (%) | 0.5686 | 0.4945 | 0.0741 | 0.0927 | 0.0194 | 0.0881 |
Buy And Hold Return (%) | 303.6044 | 303.6044 | 303.6044 | 303.6044 | 303.6044 | 303.6044 |
Max Trade Drawdown | -163561 | -181132 | -83363 | -1110994 | -1351349 | -320644 |
Profit Factor | 3.2673 | 4.5833 | 1.6572 | 1.183 | 1.0263 | 1.5125 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 52.1739 | 41.1765 | 62.8571 | 52.1739 | 41.1765 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.995 | 6.5476 | 0.9793 | 1.0844 | 1.4662 | 0.8938 |
Largest Winning Trade | 946623 | 946623 | 45307 | 813987 | 813987 | 275603 |
Largest Losing Trade | -50775 | -50775 | -43056 | -618973 | -618973 | -212295 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 64 | 71 | 60 | 64 | 71 | 60 |
Avg Bars in Losers | 23 | 26 | 18 | 23 | 26 | 18 |
Bars Traded | 3087 | 1525 | 1562 | 3087 | 1525 | 1562 |
Profit Streak | 82.5757 | 82.5757 | 444.0757 | 82.5757 | 82.5757 | 444.0757 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89541 | 459656 | -256280 | -235681 | -526375 | -157919 |
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{ "first_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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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