Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714104.5154 | 505420.2833 | 208684.2321 | 9753437.5413 | 6896112.3332 | 2857325.2081 |
Total P&L (%) | 714.1045 | 505.4203 | 208.6842 | 9753.4375 | 6896.1123 | 2857.3252 |
Avg Daily Profit (%) | 0.5743 | 0.4065 | 0.1678 | 0.3699 | 0.3422 | 0.2728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70454 | -81400 | -53579 | -3217546 | -3338246 | -2741636 |
Profit Factor | 1.7874 | 2.1634 | 1.4417 | 1.4306 | 1.6441 | 1.2392 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 58.0071 | 55 | 60.9929 | 58.0071 | 55 | 60.9929 |
Ratio Avg Win / Avg Loss | 1.2939 | 1.77 | 0.922 | 1.0356 | 1.3452 | 0.7925 |
Largest Winning Trade | 173318 | 173318 | 38308 | 2239329 | 2239329 | 1281357 |
Largest Losing Trade | -32920 | -20504 | -32920 | -1586149 | -1502275 | -1586149 |
Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Winners | 13 | 14 | 11 | 13 | 14 | 11 |
Avg Bars in Losers | 12 | 15 | 8 | 12 | 15 | 8 |
Bars Traded | 3628 | 2133 | 1495 | 3628 | 2133 | 1495 |
Profit Streak | 0 | 21.1927 | 0 | 0 | 21.1927 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586861 | 565697 | 293450 | 473660 | 469849 | 296194 |
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{ "first_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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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