Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -704674.328 | 14634.4946 | -719308.8226 | 13878.0425 | -1935926.888 | 1949804.9306 |
Total P&L (%) | -704.6743 | 14.6345 | -719.3088 | 13.878 | -1935.9269 | 1949.8049 |
Avg Daily Profit (%) | -0.3758 | 0.0078 | -0.3836 | 0.0069 | 0 | 0.1612 |
Buy And Hold Return (%) | 268.3296 | 268.3296 | 268.3296 | 268.3296 | 268.3296 | 268.3296 |
Max Trade Drawdown | -846407 | -151971 | -757780 | -1803792 | -2045414 | -1030811 |
Profit Factor | 0.4041 | 1.0559 | 0.2189 | 1.0032 | 0.2595 | 2.1366 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 17 | 22 |
Losing Trades | 37 | 19 | 18 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.3834 | 1.0559 | 0.197 | 0.9518 | 0.3206 | 1.5539 |
Largest Winning Trade | 67509 | 67509 | 25168 | 2523919 | 242077 | 2523919 |
Largest Losing Trade | -537289 | -65022 | -537289 | -1216570 | -1216570 | -1030811 |
Avg Bars in Trades | 141 | 158 | 123 | 141 | 158 | 123 |
Avg Bars in Winners | 91 | 106 | 77 | 91 | 82 | 97 |
Avg Bars in Losers | 193 | 211 | 174 | 193 | 220 | 158 |
Bars Traded | 10721 | 6031 | 4690 | 10721 | 6031 | 4690 |
Profit Streak | 156.0815 | 156.0815 | 157.0815 | 156.0815 | 156.0815 | 157.0815 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633002 | -506201 | -579071 | -620237 | -581847 | 509723 |
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "offset": 232 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 25, "offset": 232 } } }
# | 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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