Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543363.3163 | 1462447.6348 | 80915.6815 | 906528.7966 | 1393966.7984 | -487438.0018 |
Total P&L (%) | 1543.3633 | 1462.4476 | 80.9157 | 906.5288 | 1393.9668 | -487.438 |
Avg Daily Profit (%) | 0.8353 | 0.7915 | 0.0438 | 0.125 | 0.1464 | 0 |
Buy And Hold Return (%) | 67.1694 | 67.1694 | 67.1694 | 67.1694 | 67.1694 | 67.1694 |
Max Trade Drawdown | -115801 | -130915 | -102435 | -3602860 | -3256387 | -3279992 |
Profit Factor | 3.6278 | 5.6452 | 1.297 | 1.0655 | 1.1921 | 0.9259 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 44.1441 | 41.0714 | 47.2727 | 44.1441 | 41.0714 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.5903 | 8.0996 | 1.4466 | 1.3482 | 1.7104 | 1.0327 |
Largest Winning Trade | 1415366 | 1415366 | 49391 | 1562721 | 1562721 | 1110706 |
Largest Losing Trade | -44974 | -44974 | -34294 | -1538209 | -1538209 | -823655 |
Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Winners | 89 | 91 | 86 | 89 | 91 | 86 |
Avg Bars in Losers | 43 | 54 | 31 | 43 | 54 | 31 |
Bars Traded | 7083 | 3906 | 3177 | 7083 | 3906 | 3177 |
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 | 648106 | -162166 | -417577 | -176083 | -188743 | -760227 |
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{ "first_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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