Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379823.0754 | 158191.7553 | 221631.3201 | 627374.8103 | 222072.9263 | 405301.8839 |
Total P&L (%) | 379.8231 | 158.1918 | 221.6313 | 627.3748 | 222.0729 | 405.3019 |
Avg Daily Profit (%) | 0.2368 | 0.0986 | 0.1382 | 0.1238 | 0.0729 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105663 | -134265 | -37780 | -253759 | -105241 | -193355 |
Profit Factor | 1.8193 | 1.6481 | 2.0097 | 1.6002 | 1.5505 | 1.6315 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 47.9675 | 43.5484 | 52.459 | 47.9675 | 43.5484 | 52.459 |
Ratio Avg Win / Avg Loss | 1.9735 | 2.1365 | 1.8213 | 1.7358 | 2.0099 | 1.4785 |
Largest Winning Trade | 170315 | 170315 | 40889 | 171236 | 115136 | 171236 |
Largest Losing Trade | -45280 | -45280 | -37078 | -189888 | -49841 | -189888 |
Avg Bars in Trades | 73 | 79 | 66 | 73 | 79 | 66 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 57 | 72 | 40 | 57 | 72 | 40 |
Bars Traded | 9021 | 4948 | 4073 | 9021 | 4948 | 4073 |
Profit Streak | 0 | 0 | 74.967 | 0 | 0 | 74.967 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393229 | -215154 | -165559 | -24779 | -249787 | -216901 |
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{ "first_band": { "type": "kcb", "factors": { "length": 194, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } } }
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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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