Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86721.3485 | 29597.928 | 57123.4205 | 100451.1246 | 34672.6038 | 65778.5208 |
Total P&L (%) | 86.7213 | 29.5979 | 57.1234 | 100.4511 | 34.6726 | 65.7785 |
Avg Daily Profit (%) | 0.333 | 0.1137 | 0.2194 | 0.2674 | 0.1144 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27534 | -24057 | -23339 | -40914 | -27516 | -32686 |
Profit Factor | 1.5005 | 1.329 | 1.6856 | 1.432 | 1.2966 | 1.5689 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 76.8 | 72.5806 | 80.9524 | 76.8 | 72.5806 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.4533 | 0.5021 | 0.3966 | 0.4326 | 0.4898 | 0.3692 |
Largest Winning Trade | 10574 | 6927 | 10574 | 11190 | 8607 | 11190 |
Largest Losing Trade | -24057 | -24057 | -22939 | -30486 | -27516 | -30486 |
Avg Bars in Trades | 196 | 203 | 189 | 196 | 203 | 189 |
Avg Bars in Winners | 121 | 121 | 122 | 121 | 121 | 122 |
Avg Bars in Losers | 444 | 422 | 476 | 444 | 422 | 476 |
Bars Traded | 24595 | 12640 | 11955 | 24595 | 12640 | 11955 |
Profit Streak | 5.5126 | 12.6896 | 5.5126 | 5.5126 | 12.6896 | 5.5126 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458911 | -196866 | -135574 | 423651 | -195657 | -135566 |
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{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 144, "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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