Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89527.0284 | 68057.0426 | 21469.9858 | 77422.9128 | 72521.2967 | 4901.616 |
Total P&L (%) | 89.527 | 68.057 | 21.47 | 77.4229 | 72.5213 | 4.9016 |
Avg Daily Profit (%) | 0.3438 | 0.2613 | 0.0824 | 0.2204 | 0.2096 | 0.0184 |
Buy And Hold Return (%) | 15.5595 | 15.5595 | 15.5595 | 15.5595 | 15.5595 | 15.5595 |
Max Trade Drawdown | -47114 | -24302 | -63997 | -74758 | -37443 | -106461 |
Profit Factor | 1.3004 | 1.6131 | 1.1148 | 1.17 | 1.424 | 1.0172 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 75.2577 | 78.3505 | 72.1649 | 75.2577 | 78.3505 | 72.1649 |
Ratio Avg Win / Avg Loss | 0.4275 | 0.4457 | 0.43 | 0.3847 | 0.3935 | 0.3924 |
Largest Winning Trade | 9823 | 9823 | 9805 | 11585 | 11585 | 11188 |
Largest Losing Trade | -32677 | -14016 | -32677 | -52978 | -21457 | -52978 |
Avg Bars in Trades | 125 | 74 | 176 | 125 | 74 | 176 |
Avg Bars in Winners | 58 | 35 | 82 | 58 | 35 | 82 |
Avg Bars in Losers | 331 | 216 | 420 | 331 | 216 | 420 |
Bars Traded | 24398 | 7247 | 17151 | 24398 | 7247 | 17151 |
Profit Streak | 0 | 3.9798 | 0 | 0 | 3.9798 | 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 | 335990 | 324543 | -224951 | -25863 | 278173 | -535855 |
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{ "first_band": { "type": "kcb", "factors": { "length": 22, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 22, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 240, "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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