Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969028.3198 | 902584.5199 | 66443.8 | 1390715.4907 | 2449089.7741 | -1058374.2834 |
Total P&L (%) | 969.0283 | 902.5845 | 66.4438 | 1390.7155 | 2449.0898 | -1058.3743 |
Avg Daily Profit (%) | 0.5143 | 0.479 | 0.0353 | 0.1435 | 0.172 | 0 |
Buy And Hold Return (%) | 234.6951 | 234.6951 | 234.6951 | 234.6951 | 234.6951 | 234.6951 |
Max Trade Drawdown | -197670 | -155587 | -109376 | -8781852 | -6209048 | -2926718 |
Profit Factor | 1.9858 | 2.5415 | 1.1672 | 1.0737 | 1.2185 | 0.8618 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 51.6304 | 44.5652 | 58.6957 | 51.6304 | 44.5652 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.8604 | 3.1614 | 0.8214 | 1.0059 | 1.5157 | 0.6064 |
Largest Winning Trade | 333821 | 333821 | 42649 | 5263703 | 5263703 | 1387452 |
Largest Losing Trade | -39710 | -39283 | -39710 | -2422671 | -2422671 | -1564289 |
Avg Bars in Trades | 29 | 37 | 22 | 29 | 37 | 22 |
Avg Bars in Winners | 31 | 40 | 24 | 31 | 40 | 24 |
Avg Bars in Losers | 28 | 35 | 19 | 28 | 35 | 19 |
Bars Traded | 5508 | 3454 | 2054 | 5508 | 3454 | 2054 |
Profit Streak | 0 | 79.9573 | 0 | 0 | 79.9573 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498299 | 412171 | -348761 | -139772 | 253314 | -579681 |
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{ "first_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "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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