Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410071.6123 | 379828.6652 | 30242.9471 | 325988.6548 | 586669.6165 | -260680.9617 |
Total P&L (%) | 410.0716 | 379.8287 | 30.2429 | 325.9887 | 586.6696 | -260.681 |
Avg Daily Profit (%) | 0.2224 | 0.206 | 0.0164 | 0.0786 | 0.1046 | 0 |
Buy And Hold Return (%) | 110.5221 | 110.5221 | 110.5221 | 110.5221 | 110.5221 | 110.5221 |
Max Trade Drawdown | -87540 | -92700 | -96923 | -667796 | -608180 | -462797 |
Profit Factor | 1.3428 | 1.6266 | 1.0513 | 1.0874 | 1.3022 | 0.8542 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 50.7987 | 48.7179 | 52.8662 | 50.7987 | 48.7179 | 52.8662 |
Ratio Avg Win / Avg Loss | 1.3006 | 1.7122 | 0.9373 | 1.0532 | 1.3707 | 0.7616 |
Largest Winning Trade | 85221 | 85221 | 37230 | 374153 | 374153 | 82286 |
Largest Losing Trade | -45255 | -36743 | -45255 | -335026 | -335026 | -220285 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 7266 | 3793 | 3473 | 7266 | 3793 | 3473 |
Profit Streak | 9.7216 | 0 | 52.4716 | 9.7216 | 0 | 52.4716 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301002 | 290525 | -500135 | -212813 | -53975 | -578386 |
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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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