Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381180.1297 | 362128.0716 | 19052.0581 | 47291.4866 | 231676.2223 | -184384.7356 |
Total P&L (%) | 381.1801 | 362.1281 | 19.0521 | 47.2915 | 231.6762 | -184.3847 |
Avg Daily Profit (%) | 0.3513 | 0.3337 | 0.0176 | 0.0357 | 0.1106 | 0 |
Buy And Hold Return (%) | 10.7531 | 10.7531 | 10.7531 | 10.7531 | 10.7531 | 10.7531 |
Max Trade Drawdown | -162466 | -108538 | -72598 | -1052017 | -598733 | -562539 |
Profit Factor | 1.8546 | 2.3138 | 1.1118 | 1.0217 | 1.1739 | 0.782 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 39.5604 | 31.1111 | 47.8261 | 39.5604 | 31.1111 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.8335 | 5.1234 | 1.2129 | 1.561 | 2.5993 | 0.853 |
Largest Winning Trade | 420789 | 420789 | 27043 | 503866 | 503866 | 139639 |
Largest Losing Trade | -49478 | -49478 | -19019 | -319390 | -319390 | -165457 |
Avg Bars in Trades | 67 | 83 | 52 | 67 | 83 | 52 |
Avg Bars in Winners | 87 | 114 | 70 | 87 | 114 | 70 |
Avg Bars in Losers | 54 | 69 | 36 | 54 | 69 | 36 |
Bars Traded | 6168 | 3738 | 2430 | 6168 | 3738 | 2430 |
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 | 310197 | 212040 | -276103 | -346435 | -80831 | -581549 |
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "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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