Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219879.2729 | 1122589.0494 | 97290.2236 | 1067611.7198 | -183426.1333 | 1251037.8531 |
Total P&L (%) | 1219.8793 | 1122.589 | 97.2902 | 1067.6117 | -183.4261 | 1251.0379 |
Avg Daily Profit (%) | 0.6544 | 0.6022 | 0.0522 | 0.1319 | 0 | 0.1397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80405 | -98797 | -34244 | -1661266 | -2139447 | -795840 |
Profit Factor | 4.9767 | 7.1006 | 1.7926 | 1.1926 | 0.9452 | 1.5695 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 40.9836 | 29.0323 | 53.3333 | 40.9836 | 29.0323 | 53.3333 |
Ratio Avg Win / Avg Loss | 7.1664 | 17.3569 | 1.5685 | 1.7174 | 2.3104 | 1.3733 |
Largest Winning Trade | 1117681 | 1117681 | 63379 | 1117681 | 1117681 | 979341 |
Largest Losing Trade | -26974 | -23620 | -26974 | -642791 | -642791 | -488437 |
Avg Bars in Trades | 114 | 97 | 132 | 114 | 97 | 132 |
Avg Bars in Winners | 202 | 217 | 194 | 202 | 217 | 194 |
Avg Bars in Losers | 53 | 48 | 61 | 53 | 48 | 61 |
Bars Traded | 6993 | 3019 | 3974 | 6993 | 3019 | 3974 |
Profit Streak | 32.835 | 35.085 | 0 | 32.835 | 35.085 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149544 | 304660 | -119439 | -193276 | -589540 | -3942 |
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{ "first_band": { "type": "kcb", "factors": { "length": 214, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 214, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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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