Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795649.9757 | 1723108.4223 | 72541.5535 | 3398656.337 | 1059160.8119 | 2339495.525 |
Total P&L (%) | 1795.65 | 1723.1084 | 72.5416 | 3398.6563 | 1059.1608 | 2339.4955 |
Avg Daily Profit (%) | 0.9617 | 0.9228 | 0.0389 | 0.1906 | 0.1313 | 0.1712 |
Buy And Hold Return (%) | 472.7265 | 472.7265 | 472.7265 | 472.7265 | 472.7265 | 472.7265 |
Max Trade Drawdown | -109018 | -87695 | -82224 | -3050910 | -2797657 | -1737429 |
Profit Factor | 3.5878 | 5.626 | 1.2257 | 1.2015 | 1.1079 | 1.3319 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 30.0699 | 26.3889 | 33.8028 | 30.0699 | 26.3889 | 33.8028 |
Ratio Avg Win / Avg Loss | 8.3437 | 15.6937 | 2.4003 | 2.7942 | 3.0904 | 2.6083 |
Largest Winning Trade | 1142777 | 1142777 | 58234 | 3736806 | 3736806 | 1888597 |
Largest Losing Trade | -31603 | -25415 | -31603 | -780119 | -780119 | -545362 |
Avg Bars in Trades | 76 | 64 | 89 | 76 | 64 | 89 |
Avg Bars in Winners | 171 | 143 | 194 | 171 | 143 | 194 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 10932 | 4611 | 6321 | 10932 | 4611 | 6321 |
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 | 370520 | -84162 | -399298 | 42414 | -226475 | -85454 |
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{ "first_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 159, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 12, "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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