Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1580874.4066 | 1691007.4144 | -110133.0078 | -58994.5791 | 7606.1132 | -66600.6923 |
Total P&L (%) | 1580.8744 | 1691.0074 | -110.133 | -58.9946 | 7.6061 | -66.6007 |
Avg Daily Profit (%) | 0.696 | 0.7445 | -0.0485 | -0.0392 | 0.0032 | -0.0483 |
Buy And Hold Return (%) | 391.0714 | 391.0714 | 391.0714 | 391.0714 | 391.0714 | 391.0714 |
Max Trade Drawdown | -379926 | -204669 | -209408 | -4707907 | -4393968 | -1252883 |
Profit Factor | 3.3199 | 5.7504 | 0.6616 | 0.9912 | 1.0016 | 0.9644 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 52.7473 | 57.7778 | 47.8261 | 52.7473 | 57.7778 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.974 | 4.2022 | 0.7218 | 0.888 | 0.7319 | 1.0521 |
Largest Winning Trade | 1571446 | 1571446 | 31039 | 3753918 | 3753918 | 573436 |
Largest Losing Trade | -84528 | -61877 | -84528 | -1918061 | -1918061 | -742708 |
Avg Bars in Trades | 63 | 95 | 32 | 63 | 95 | 32 |
Avg Bars in Winners | 64 | 74 | 53 | 64 | 74 | 53 |
Avg Bars in Losers | 62 | 124 | 13 | 62 | 124 | 13 |
Bars Traded | 5801 | 4299 | 1502 | 5801 | 4299 | 1502 |
Profit Streak | 177.0935 | 187.7602 | 177.0935 | 177.0935 | 187.7602 | 177.0935 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665191 | 775260 | -580193 | -578740 | -572313 | -578527 |
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 188, "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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