Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182812.5129 | 83926.8702 | 98885.6427 | 165674.7704 | 64844.8911 | 100829.8793 |
Total P&L (%) | 182.8125 | 83.9269 | 98.8856 | 165.6748 | 64.8449 | 100.8299 |
Avg Daily Profit (%) | 0.1995 | 0.0916 | 0.1079 | 0.1067 | 0.0546 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61369 | -45689 | -48163 | -71226 | -91517 | -73359 |
Profit Factor | 1.3723 | 1.3572 | 1.3863 | 1.2644 | 1.2204 | 1.3033 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 54.0541 | 51.3514 | 56.7568 | 54.0541 | 51.3514 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.1665 | 1.2857 | 1.0562 | 1.0747 | 1.1561 | 0.993 |
Largest Winning Trade | 31206 | 30519 | 31206 | 39144 | 37141 | 39144 |
Largest Losing Trade | -36009 | -16693 | -36009 | -61025 | -30383 | -61025 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 36 | 28 | 42 | 36 | 28 | 42 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 5396 | 2197 | 3198 | 5396 | 2197 | 3198 |
Profit Streak | 0 | 0 | 46.7398 | 0 | 0 | 46.7398 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326165 | -134236 | -110169 | -49745 | -184795 | -154737 |
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{ "first_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 69, "offset": 167, "scalar": 2 } } }
# | 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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