Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368330.2577 | 263014.4452 | 105315.8125 | 217496.4319 | -177681.061 | 395177.4929 |
Total P&L (%) | 368.3303 | 263.0144 | 105.3158 | 217.4964 | -177.6811 | 395.1775 |
Avg Daily Profit (%) | 0.1699 | 0.1213 | 0.0486 | 0.0533 | 0 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142523 | -80853 | -93569 | -1273925 | -865077 | -940407 |
Profit Factor | 1.6192 | 1.8706 | 1.3597 | 1.054 | 0.9117 | 1.1964 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.6082 | 48.9796 | 58.3333 | 53.6082 | 48.9796 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4012 | 1.9485 | 0.9712 | 0.9121 | 0.9497 | 0.8545 |
Largest Winning Trade | 184265 | 184265 | 45199 | 487654 | 487654 | 336297 |
Largest Losing Trade | -38914 | -27166 | -38914 | -422424 | -328536 | -422424 |
Avg Bars in Trades | 60 | 44 | 77 | 60 | 44 | 77 |
Avg Bars in Winners | 53 | 34 | 70 | 53 | 34 | 70 |
Avg Bars in Losers | 69 | 54 | 87 | 69 | 54 | 87 |
Bars Traded | 5901 | 2194 | 3707 | 5901 | 2194 | 3707 |
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 | 361587 | -27800 | -128085 | -283773 | -581078 | -99406 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 4 } } }
# | 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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