Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920350.5807 | 585997.8769 | 334352.7038 | 27306411.4973 | 13042980.189 | 14263431.3083 |
Total P&L (%) | 920.3506 | 585.9979 | 334.3527 | 27306.4115 | 13042.9802 | 14263.4313 |
Avg Daily Profit (%) | 0.5253 | 0.3345 | 0.1908 | 0.3209 | 0.2788 | 0.2839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68243 | -82856 | -35073 | -9301457 | -9645919 | -4535322 |
Profit Factor | 2.4429 | 2.5525 | 2.284 | 1.6387 | 1.5689 | 1.7194 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 53.5519 | 52.1739 | 54.9451 | 53.5519 | 52.1739 | 54.9451 |
Ratio Avg Win / Avg Loss | 2.1188 | 2.3398 | 1.8729 | 1.4213 | 1.4381 | 1.4099 |
Largest Winning Trade | 237243 | 237243 | 53754 | 8450995 | 8450995 | 5158428 |
Largest Losing Trade | -32218 | -32218 | -24216 | -3999109 | -3738128 | -3999109 |
Avg Bars in Trades | 112 | 90 | 134 | 112 | 90 | 134 |
Avg Bars in Winners | 137 | 95 | 177 | 137 | 95 | 177 |
Avg Bars in Losers | 82 | 84 | 81 | 82 | 84 | 81 |
Bars Traded | 20512 | 8308 | 12204 | 20512 | 8308 | 12204 |
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 | 608107 | 504965 | 439957 | 449343 | 374827 | 404372 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 50, "offset": 0, "scalar": 1 } } }
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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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