Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4382474.4933 | 4262917.4479 | 119557.0453 | 7109833.8252 | 3839021.776 | 3270812.0492 |
Total P&L (%) | 4382.4745 | 4262.9174 | 119.557 | 7109.8338 | 3839.0218 | 3270.812 |
Avg Daily Profit (%) | 1.9812 | 1.9272 | 0.054 | 0.1936 | 0.1662 | 0.1592 |
Buy And Hold Return (%) | 656.9225 | 656.9225 | 656.9225 | 656.9225 | 656.9225 | 656.9225 |
Max Trade Drawdown | -65397 | -63761 | -63744 | -5590051 | -5375767 | -4067928 |
Profit Factor | 10.7396 | 22.7243 | 1.4712 | 1.3444 | 1.4159 | 1.2865 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 12.0821 | 25.5648 | 1.6551 | 1.5124 | 1.5928 | 1.4474 |
Largest Winning Trade | 4203590 | 4203590 | 49148 | 3326731 | 3326731 | 2562799 |
Largest Losing Trade | -33688 | -30301 | -33688 | -2337386 | -2282700 | -2337386 |
Avg Bars in Trades | 63 | 61 | 64 | 63 | 61 | 64 |
Avg Bars in Winners | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Losers | 38 | 32 | 44 | 38 | 32 | 44 |
Bars Traded | 6458 | 3152 | 3306 | 6458 | 3152 | 3306 |
Profit Streak | 0 | 109.5887 | 0 | 0 | 109.5887 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 778612 | -157476 | -465476 | 308761 | -170927 | -174860 |
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{ "first_band": { "type": "kcb", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "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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