Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028850.1436 | 895249.9921 | 133600.1515 | 6835213.2458 | 3092468.0267 | 3742745.2191 |
Total P&L (%) | 1028.8501 | 895.25 | 133.6002 | 6835.2132 | 3092.468 | 3742.7452 |
Avg Daily Profit (%) | 0.4436 | 0.386 | 0.0576 | 0.1829 | 0.1494 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112340 | -104135 | -77697 | -13595380 | -12575762 | -5502906 |
Profit Factor | 2.4154 | 3.0287 | 1.4678 | 1.1155 | 1.074 | 1.2154 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 48.3516 | 45.6522 | 51.1111 | 48.3516 | 45.6522 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.5801 | 3.6056 | 1.404 | 1.1916 | 1.2786 | 1.1626 |
Largest Winning Trade | 205694 | 205694 | 79911 | 7776811 | 7776811 | 5473437 |
Largest Losing Trade | -42672 | -39882 | -42672 | -6019524 | -6019524 | -2933614 |
Avg Bars in Trades | 46 | 34 | 57 | 46 | 34 | 57 |
Avg Bars in Winners | 60 | 37 | 81 | 60 | 37 | 81 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 4193 | 1592 | 2601 | 4193 | 1592 | 2601 |
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 | 515635 | 496631 | -114688 | -85947 | -133894 | 268232 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 5 } } }
# | 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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