Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242906.2364 | 287392.0597 | -44485.8234 | -61218.3335 | 29337.709 | -90556.0425 |
Total P&L (%) | 242.9062 | 287.3921 | -44.4858 | -61.2183 | 29.3377 | -90.556 |
Avg Daily Profit (%) | 0.1949 | 0.2306 | -0.0357 | -0.076 | 0.0206 | -0.1891 |
Buy And Hold Return (%) | 19.6205 | 19.6205 | 19.6205 | 19.6205 | 19.6205 | 19.6205 |
Max Trade Drawdown | -160905 | -90765 | -156932 | -138862 | -79327 | -133454 |
Profit Factor | 1.2436 | 1.5469 | 0.9057 | 0.9034 | 1.0885 | 0.7002 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 46.2428 | 45.3488 | 47.1264 | 46.2428 | 45.3488 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.4457 | 1.8642 | 1.0161 | 1.0502 | 1.3117 | 0.7856 |
Largest Winning Trade | 194511 | 194511 | 31810 | 81825 | 81825 | 18653 |
Largest Losing Trade | -50159 | -35498 | -50159 | -63533 | -52420 | -63533 |
Avg Bars in Trades | 42 | 54 | 30 | 42 | 54 | 30 |
Avg Bars in Winners | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Losers | 37 | 50 | 24 | 37 | 50 | 24 |
Bars Traded | 7276 | 4648 | 2628 | 7276 | 4648 | 2628 |
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 | 243417 | 304318 | -580550 | -579666 | -302343 | -582217 |
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{ "first_band": { "type": "kcb", "factors": { "length": 121, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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