Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159310.9385 | 82782.14 | 76528.7985 | 148662.2539 | 114133.4048 | 34528.8491 |
Total P&L (%) | 159.3109 | 82.7821 | 76.5288 | 148.6623 | 114.1334 | 34.5288 |
Avg Daily Profit (%) | 0.3059 | 0.1589 | 0.1469 | 0.1751 | 0.1463 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54956 | -58078 | -31686 | -161247 | -157145 | -107760 |
Profit Factor | 1.2027 | 1.2238 | 1.1839 | 1.09 | 1.1488 | 1.039 |
Total Trades | 461 | 230 | 231 | 461 | 230 | 231 |
Winning Trades | 230 | 112 | 118 | 230 | 112 | 118 |
Losing Trades | 231 | 118 | 113 | 231 | 118 | 113 |
Profitability (%) | 49.8915 | 48.6957 | 51.0823 | 49.8915 | 48.6957 | 51.0823 |
Ratio Avg Win / Avg Loss | 1.2079 | 1.2894 | 1.1338 | 1.0947 | 1.2104 | 0.995 |
Largest Winning Trade | 30608 | 27564 | 30608 | 68710 | 57033 | 68710 |
Largest Losing Trade | -14754 | -14754 | -14339 | -44925 | -44925 | -38428 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 24802 | 11263 | 13539 | 24802 | 11263 | 13539 |
Profit Streak | 0 | 6.1243 | 0 | 0 | 6.1243 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353291 | 257620 | -14858 | -112313 | -54300 | -298600 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 65, "offset": 202, "scalar": 3 } } }
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# | 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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