Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581298.0797 | 335910.7596 | 245387.3201 | 2243701.7032 | -335351.4727 | 2579053.1759 |
Total P&L (%) | 581.2981 | 335.9108 | 245.3873 | 2243.7017 | -335.3515 | 2579.0532 |
Avg Daily Profit (%) | 0.322 | 0.1861 | 0.1359 | 0.1749 | 0 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121312 | -77615 | -66086 | -6790481 | -5702300 | -3232906 |
Profit Factor | 2.1649 | 2.1658 | 2.1636 | 1.1373 | 0.9675 | 1.4292 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 59.5506 | 60 | 59.0909 | 59.5506 | 60 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.4705 | 1.4438 | 1.4979 | 0.7725 | 0.645 | 0.9895 |
Largest Winning Trade | 84594 | 84594 | 67699 | 2233882 | 2233882 | 1631120 |
Largest Losing Trade | -58723 | -30760 | -58723 | -2286987 | -2286987 | -1453049 |
Avg Bars in Trades | 75 | 42 | 110 | 75 | 42 | 110 |
Avg Bars in Winners | 85 | 43 | 128 | 85 | 43 | 128 |
Avg Bars in Losers | 62 | 40 | 83 | 62 | 40 | 83 |
Bars Traded | 6753 | 1900 | 4853 | 6753 | 1900 | 4853 |
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 | 488281 | 427440 | -7324 | -61861 | -579415 | 299887 |
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{ "first_band": { "type": "midprice", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 47, "offset": 0, "scalar": 3 } } }
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# | 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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