Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261215.3232 | 295747.4162 | -34532.093 | -90821.2329 | 53992.8561 | -144814.089 |
Total P&L (%) | 261.2153 | 295.7474 | -34.5321 | -90.8212 | 53.9929 | -144.8141 |
Avg Daily Profit (%) | 0.185 | 0.2095 | -0.0245 | -0.169 | 0.0306 | 0 |
Buy And Hold Return (%) | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 |
Max Trade Drawdown | -158833 | -88029 | -159229 | -1820629 | -613998 | -1547711 |
Profit Factor | 1.4059 | 2.461 | 0.9217 | 0.969 | 1.0457 | 0.9174 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 65 | 32 | 33 | 49 | 26 | 23 |
Losing Trades | 31 | 16 | 15 | 47 | 22 | 25 |
Profitability (%) | 67.7083 | 66.6667 | 68.75 | 51.0417 | 54.1667 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.6705 | 1.2305 | 0.419 | 0.9295 | 0.8849 | 0.9972 |
Largest Winning Trade | 60838 | 60838 | 41920 | 1338293 | 309758 | 1338293 |
Largest Losing Trade | -150263 | -42654 | -150263 | -689656 | -284663 | -689656 |
Avg Bars in Trades | 56 | 41 | 71 | 56 | 41 | 71 |
Avg Bars in Winners | 51 | 40 | 62 | 41 | 28 | 56 |
Avg Bars in Losers | 67 | 45 | 91 | 72 | 57 | 85 |
Bars Traded | 5439 | 2009 | 3430 | 5439 | 2009 | 3430 |
Profit Streak | 473.5255 | 473.5255 | 509.5255 | 473.5255 | 473.5255 | 509.5255 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306200 | 445230 | -576905 | -579050 | -488481 | -580146 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
# | 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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