Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147918.8061 | 94216.4257 | 53702.3805 | -28263.837 | 461203.2367 | -489467.0737 |
Total P&L (%) | 147.9188 | 94.2164 | 53.7024 | -28.2638 | 461.2032 | -489.4671 |
Avg Daily Profit (%) | 0.284 | 0.1809 | 0.1031 | -0.0638 | 0.3317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181465 | -73904 | -125294 | -1101013 | -335174 | -1060791 |
Profit Factor | 1.152 | 1.2266 | 1.0964 | 0.9928 | 1.3292 | 0.8072 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Losing Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Profitability (%) | 50.463 | 50.463 | 50.463 | 50.463 | 50.463 | 50.463 |
Ratio Avg Win / Avg Loss | 1.1309 | 1.2041 | 1.0763 | 0.9746 | 1.3048 | 0.7924 |
Largest Winning Trade | 34606 | 34606 | 28704 | 247135 | 247135 | 134521 |
Largest Losing Trade | -77936 | -24994 | -77936 | -913659 | -78051 | -913659 |
Avg Bars in Trades | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Winners | 58 | 43 | 73 | 58 | 43 | 73 |
Avg Bars in Losers | 55 | 46 | 64 | 55 | 46 | 64 |
Bars Traded | 24673 | 9709 | 14963 | 24673 | 9709 | 14963 |
Profit Streak | 0 | 0 | 4.3886 | 0 | 0 | 4.3886 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43215 | 257733 | -170719 | -579028 | 326715 | -580569 |
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{ "first_band": { "type": "midprice", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 4 } } }
# | 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) |
---|