Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476362.7957 | 375511.5072 | 100851.2885 | 751891.8662 | 430352.4134 | 321539.4528 |
Total P&L (%) | 476.3628 | 375.5115 | 100.8513 | 751.8919 | 430.3524 | 321.5395 |
Avg Daily Profit (%) | 0.2074 | 0.1635 | 0.0439 | 0.0933 | 0.0726 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60913 | -81409 | -38109 | -688975 | -387600 | -301375 |
Profit Factor | 2.2772 | 2.7576 | 1.633 | 1.394 | 1.3866 | 1.4043 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 36.5079 | 40.625 | 32.2581 | 36.5079 | 40.625 | 32.2581 |
Ratio Avg Win / Avg Loss | 3.9604 | 4.0303 | 3.4294 | 2.4243 | 2.0265 | 2.9491 |
Largest Winning Trade | 209975 | 209975 | 55876 | 674053 | 674053 | 352088 |
Largest Losing Trade | -22829 | -22829 | -18782 | -263796 | -263796 | -149658 |
Avg Bars in Trades | 100 | 81 | 120 | 100 | 81 | 120 |
Avg Bars in Winners | 205 | 143 | 286 | 205 | 143 | 286 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 6348 | 2619 | 3729 | 6348 | 2619 | 3729 |
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 | -144505 | 320140 | -138121 | -222751 | -97895 | -114385 |
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{ "first_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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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