Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268110.8942 | 280687.186 | -12576.2919 | -18205.4356 | 21154.9918 | -39360.4274 |
Total P&L (%) | 268.1109 | 280.6872 | -12.5763 | -18.2054 | 21.155 | -39.3604 |
Avg Daily Profit (%) | 0.2199 | 0.2303 | -0.0103 | -0.0165 | 0.0157 | -0.041 |
Buy And Hold Return (%) | 31.7248 | 31.7248 | 31.7248 | 31.7248 | 31.7248 | 31.7248 |
Max Trade Drawdown | -150581 | -91238 | -107763 | -193528 | -132913 | -74275 |
Profit Factor | 1.3259 | 1.6965 | 0.97 | 0.9797 | 1.0434 | 0.9039 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 46.3576 | 44 | 48.6842 | 46.3576 | 44 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.5343 | 2.1592 | 1.0225 | 1.1337 | 1.3279 | 0.9528 |
Largest Winning Trade | 146000 | 146000 | 29971 | 98137 | 98137 | 25237 |
Largest Losing Trade | -56803 | -29098 | -56803 | -69784 | -69784 | -51001 |
Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
Avg Bars in Winners | 37 | 49 | 26 | 37 | 49 | 26 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 4719 | 2906 | 1813 | 4719 | 2906 | 1813 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306712 | -48197 | -628803 | -579736 | -569689 | -630470 |
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 117, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "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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