Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674007.6832 | 472730.8192 | 201276.864 | 493242.633 | -430453.9709 | 923696.6039 |
Total P&L (%) | 674.0077 | 472.7308 | 201.2769 | 493.2426 | -430.454 | 923.6966 |
Avg Daily Profit (%) | 0.372 | 0.2609 | 0.1111 | 0.0983 | 0 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90686 | -79910 | -37842 | -905354 | -883241 | -398888 |
Profit Factor | 2.2688 | 2.4734 | 1.9568 | 1.1062 | 0.843 | 1.4857 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 43.4783 | 38.5965 | 48.2759 | 43.4783 | 38.5965 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.9495 | 3.935 | 2.0966 | 1.4381 | 1.3411 | 1.5918 |
Largest Winning Trade | 566000 | 566000 | 60417 | 473878 | 473878 | 380719 |
Largest Losing Trade | -29683 | -24423 | -29683 | -346926 | -259713 | -346926 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 5327 | 2546 | 2781 | 5327 | 2546 | 2781 |
Profit Streak | 6.3154 | 0 | 16.3154 | 6.3154 | 0 | 16.3154 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442384 | -171912 | -220639 | -166956 | -763879 | -198451 |
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{ "first_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "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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