Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016001.6181 | 876179.9464 | 139821.6717 | 17146251.1069 | 8699452.5636 | 8446798.5433 |
Total P&L (%) | 1016.0016 | 876.1799 | 139.8217 | 17146.2511 | 8699.4526 | 8446.7985 |
Avg Daily Profit (%) | 0.4302 | 0.371 | 0.0592 | 0.2183 | 0.1898 | 0.1885 |
Buy And Hold Return (%) | 597.4647 | 597.4647 | 597.4647 | 597.4647 | 597.4647 | 597.4647 |
Max Trade Drawdown | -72441 | -85558 | -109147 | -9456584 | -9183795 | -5305942 |
Profit Factor | 2.064 | 2.8698 | 1.2875 | 1.3538 | 1.2955 | 1.4442 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 48.731 | 47.4747 | 50 | 48.731 | 47.4747 | 50 |
Ratio Avg Win / Avg Loss | 2.1715 | 3.1751 | 1.2875 | 1.4244 | 1.4333 | 1.4442 |
Largest Winning Trade | 180465 | 180465 | 59789 | 10878236 | 10878236 | 4420348 |
Largest Losing Trade | -34324 | -32351 | -34324 | -3154978 | -3154978 | -2222909 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 6968 | 3113 | 3855 | 6968 | 3113 | 3855 |
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 | 200932 | -6939 | -279929 | 329223 | 242429 | 310038 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 3 } } }
# | 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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