Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581329.7183 | 534767.3923 | 46562.326 | 145479.2107 | -251825.9601 | 397305.1708 |
Total P&L (%) | 581.3297 | 534.7674 | 46.5623 | 145.4792 | -251.826 | 397.3052 |
Avg Daily Profit (%) | 0.3012 | 0.2771 | 0.0241 | 0.0465 | 0 | 0.0832 |
Buy And Hold Return (%) | 17.9033 | 17.9033 | 17.9033 | 17.9033 | 17.9033 | 17.9033 |
Max Trade Drawdown | -103805 | -90004 | -97158 | -569348 | -628012 | -178152 |
Profit Factor | 1.5641 | 1.9821 | 1.0958 | 1.0412 | 0.8728 | 1.2559 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 116 | 49 | 67 | 116 | 49 | 67 |
Losing Trades | 183 | 101 | 82 | 183 | 101 | 82 |
Profitability (%) | 38.796 | 32.6667 | 44.9664 | 38.796 | 32.6667 | 44.9664 |
Ratio Avg Win / Avg Loss | 2.4675 | 4.0855 | 1.3411 | 1.6425 | 1.7991 | 1.5371 |
Largest Winning Trade | 363455 | 363455 | 37555 | 278290 | 278290 | 160720 |
Largest Losing Trade | -44489 | -44489 | -24136 | -122174 | -87019 | -122174 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 116 | 122 | 112 | 116 | 122 | 112 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 22866 | 10804 | 12062 | 22866 | 10804 | 12062 |
Profit Streak | 0 | 0 | 26.879 | 0 | 0 | 26.879 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321077 | 214283 | -280335 | -307657 | -584510 | -82108 |
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{ "first_band": { "type": "kcb", "factors": { "length": 190, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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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