Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431639.0793 | 274000.0056 | 157639.0737 | 369052.1795 | 49250.8193 | 319801.3601 |
Total P&L (%) | 431.6391 | 274 | 157.6391 | 369.0522 | 49.2508 | 319.8014 |
Avg Daily Profit (%) | 0.3179 | 0.2018 | 0.1161 | 0.1139 | 0.0295 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110951 | -101503 | -49747 | -1019974 | -962066 | -601056 |
Profit Factor | 1.9383 | 1.9388 | 1.9375 | 1.1472 | 1.0337 | 1.306 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 53.125 | 66.6667 | 60 | 53.125 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2922 | 1.7107 | 0.9688 | 0.7648 | 0.9121 | 0.653 |
Largest Winning Trade | 143439 | 143439 | 37940 | 315434 | 258531 | 315434 |
Largest Losing Trade | -53122 | -53122 | -49747 | -632183 | -632183 | -601056 |
Avg Bars in Trades | 76 | 103 | 51 | 76 | 103 | 51 |
Avg Bars in Winners | 72 | 84 | 63 | 72 | 84 | 63 |
Avg Bars in Losers | 83 | 124 | 27 | 83 | 124 | 27 |
Bars Traded | 4990 | 3297 | 1693 | 4990 | 3297 | 1693 |
Profit Streak | 71.2657 | 74.0157 | 71.2657 | 71.2657 | 74.0157 | 71.2657 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122537 | 440970 | -34406 | -234954 | -339085 | -50702 |
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{ "first_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } } }
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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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