Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343440.95 | 132687.216 | 210753.7341 | 323415.0234 | -1833862.3919 | 2157277.4153 |
Total P&L (%) | 343.441 | 132.6872 | 210.7537 | 323.415 | -1833.8624 | 2157.2774 |
Avg Daily Profit (%) | 0.2059 | 0.0795 | 0.1263 | 0.0865 | 0 | 0.187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177399 | -184572 | -55495 | -2658450 | -3365158 | -1139632 |
Profit Factor | 1.7911 | 1.4249 | 2.73 | 1.0463 | 0.6394 | 2.1324 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.6471 | 54.7619 | 60.4651 | 57.6471 | 54.7619 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.3159 | 1.1771 | 1.785 | 0.7687 | 0.5282 | 1.3942 |
Largest Winning Trade | 182066 | 182066 | 34760 | 781867 | 564540 | 781867 |
Largest Losing Trade | -43295 | -43295 | -30999 | -813521 | -624818 | -813521 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 39 | 27 | 49 | 39 | 27 | 49 |
Avg Bars in Losers | 78 | 98 | 55 | 78 | 98 | 55 |
Bars Traded | 4747 | 2505 | 2242 | 4747 | 2505 | 2242 |
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 | 402319 | -85254 | -17755 | -247505 | -580117 | 442028 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "scalar": 5 } } }
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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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