Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1799877.4499 | 1639195.9719 | 160681.478 | 5360491.529 | -1389702.2216 | 6750193.7505 |
Total P&L (%) | 1799.8775 | 1639.196 | 160.6815 | 5360.4915 | -1389.7022 | 6750.1938 |
Avg Daily Profit (%) | 0.9741 | 0.8871 | 0.087 | 0.2167 | 0 | 0.229 |
Buy And Hold Return (%) | 55.0117 | 55.0117 | 55.0117 | 55.0117 | 55.0117 | 55.0117 |
Max Trade Drawdown | -105310 | -95638 | -41957 | -15759446 | -11690977 | -5455082 |
Profit Factor | 6.5982 | 11.1074 | 2.0085 | 1.1486 | 0.923 | 1.3747 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 35.3846 | 24.2424 | 46.875 | 35.3846 | 24.2424 | 46.875 |
Ratio Avg Win / Avg Loss | 12.0488 | 34.7107 | 2.2763 | 2.0975 | 2.8844 | 1.558 |
Largest Winning Trade | 1469644 | 1469644 | 60664 | 10150475 | 10150475 | 5596835 |
Largest Losing Trade | -28428 | -15739 | -28428 | -3474891 | -2415178 | -3474891 |
Avg Bars in Trades | 106 | 82 | 131 | 106 | 82 | 131 |
Avg Bars in Winners | 233 | 232 | 233 | 233 | 232 | 233 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 6938 | 2721 | 4217 | 6938 | 2721 | 4217 |
Profit Streak | 0 | 0 | 47.832 | 0 | 0 | 47.832 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120115 | -11408 | -76910 | -189702 | -611178 | 333006 |
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "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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