Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650420.9431 | 519467.6199 | 130953.3232 | 4335616.5559 | 5334048.1513 | -998431.5955 |
Total P&L (%) | 650.4209 | 519.4676 | 130.9533 | 4335.6166 | 5334.0482 | -998.4316 |
Avg Daily Profit (%) | 0.4607 | 0.3679 | 0.0928 | 0.269 | 0.2834 | 0 |
Buy And Hold Return (%) | 65.935 | 65.935 | 65.935 | 65.935 | 65.935 | 65.935 |
Max Trade Drawdown | -98021 | -74286 | -78416 | -4274977 | -2211925 | -3269160 |
Profit Factor | 2.8864 | 3.999 | 1.7632 | 1.3494 | 1.8969 | 0.8455 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.3175 | 59.375 | 61.2903 | 60.3175 | 59.375 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.8989 | 2.7362 | 1.1136 | 0.8877 | 1.2979 | 0.534 |
Largest Winning Trade | 172693 | 172693 | 61377 | 3954829 | 3954829 | 1104259 |
Largest Losing Trade | -42131 | -33101 | -42131 | -1636356 | -1068688 | -1636356 |
Avg Bars in Trades | 125 | 100 | 152 | 125 | 100 | 152 |
Avg Bars in Winners | 138 | 117 | 159 | 138 | 117 | 159 |
Avg Bars in Losers | 106 | 75 | 140 | 106 | 75 | 140 |
Bars Traded | 7929 | 3207 | 4722 | 7929 | 3207 | 4722 |
Profit Streak | 0 | 0 | 585.1444 | 0 | 0 | 585.1444 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133885 | 637809 | -71876 | -142316 | 447247 | -578770 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
# | 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) |
---|