Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6478866.9613 | 6584954.4021 | -106087.4408 | 244218.2016 | 196186.7679 | 48031.4337 |
Total P&L (%) | 6478.867 | 6584.9544 | -106.0874 | 244.2182 | 196.1868 | 48.0314 |
Avg Daily Profit (%) | 3.2997 | 3.3537 | -0.054 | 0.063 | 0.0553 | 0.02 |
Buy And Hold Return (%) | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 |
Max Trade Drawdown | -275380 | -106551 | -195461 | -236916 | -142762 | -152914 |
Profit Factor | 11.4263 | 23.6978 | 0.6798 | 1.2594 | 1.4039 | 1.1054 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 28.4091 | 31.8182 | 25 | 28.4091 | 31.8182 | 25 |
Ratio Avg Win / Avg Loss | 28.7943 | 50.781 | 2.0393 | 3.1737 | 3.0083 | 3.3162 |
Largest Winning Trade | 6651123 | 6651123 | 60278 | 212448 | 212448 | 117312 |
Largest Losing Trade | -49248 | -49248 | -34792 | -112009 | -112009 | -59781 |
Avg Bars in Trades | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Winners | 198 | 181 | 221 | 198 | 181 | 221 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 7527 | 3689 | 3838 | 7527 | 3689 | 3838 |
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 | 249661 | 524880 | -607756 | -288226 | -290012 | -465179 |
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
# | 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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