Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536763.4962 | 666999.5582 | -130236.062 | -96870.4145 | 4035.3907 | -100905.8052 |
Total P&L (%) | 536.7635 | 666.9996 | -130.2361 | -96.8704 | 4.0354 | -100.9058 |
Avg Daily Profit (%) | 0.2258 | 0.2806 | -0.0548 | -0.1456 | 0.0017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189909 | -167616 | -201319 | -93939 | -31875 | -36573 |
Profit Factor | 1.3244 | 1.8536 | 0.8509 | 0.6605 | 1.0333 | 0.3851 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 42.1456 | 41.2214 | 43.0769 | 42.1456 | 41.2214 | 43.0769 |
Ratio Avg Win / Avg Loss | 1.818 | 2.6431 | 1.1244 | 0.9067 | 1.4734 | 0.5089 |
Largest Winning Trade | 494873 | 494873 | 48821 | 30519 | 30519 | 10558 |
Largest Losing Trade | -83503 | -47303 | -83503 | -80090 | -17746 | -80090 |
Avg Bars in Trades | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Winners | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 6961 | 3965 | 2996 | 6961 | 3965 | 2996 |
Profit Streak | 39.6083 | 39.6083 | 40.6083 | 39.6083 | 39.6083 | 40.6083 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330430 | 330145 | -581186 | -581201 | -543351 | -582853 |
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{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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