Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -926457.3039 | 77355.7406 | -1003813.0445 | 45181.0993 | -13741637.9668 | 13786819.0661 |
Total P&L (%) | -926.4573 | 77.3557 | -1003.813 | 45.1811 | -13741.638 | 13786.8191 |
Avg Daily Profit (%) | -0.4014 | 0.0335 | -0.4349 | 0.0162 | 0 | 0.214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1245049 | -168951 | -1174481 | -14436417 | -16103808 | -8620984 |
Profit Factor | 0.4854 | 1.2085 | 0.2977 | 1.0012 | 0.27 | 1.7202 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 23 | 28 | 49 | 21 | 28 |
Losing Trades | 40 | 22 | 18 | 42 | 24 | 18 |
Profitability (%) | 56.044 | 51.1111 | 60.8696 | 53.8462 | 46.6667 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.3807 | 1.156 | 0.1914 | 0.8582 | 0.3086 | 1.1058 |
Largest Winning Trade | 65996 | 65996 | 63093 | 23290026 | 1707334 | 23290026 |
Largest Losing Trade | -1000045 | -39967 | -1000045 | -8282290 | -4620390 | -8282290 |
Avg Bars in Trades | 49 | 38 | 59 | 49 | 38 | 59 |
Avg Bars in Winners | 36 | 33 | 39 | 41 | 32 | 47 |
Avg Bars in Losers | 65 | 43 | 92 | 59 | 43 | 79 |
Bars Traded | 4490 | 1734 | 2756 | 4490 | 1734 | 2756 |
Profit Streak | 51.2678 | 0 | 75.7678 | 51.2678 | 0 | 75.7678 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579187 | -148383 | -578737 | -392608 | -582008 | 444486 |
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{ "first_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 113, "offset": 0, "scalar": 2 } } }
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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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