Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239041.2983 | 1212473.3019 | 26567.9965 | 968142.1705 | 1046467.9724 | -78325.802 |
Total P&L (%) | 1239.0413 | 1212.4733 | 26.568 | 968.1422 | 1046.468 | -78.3258 |
Avg Daily Profit (%) | 0.6821 | 0.6675 | 0.0146 | 0.1305 | 0.1344 | -0.0841 |
Buy And Hold Return (%) | 640.1153 | 640.1153 | 640.1153 | 640.1153 | 640.1153 | 640.1153 |
Max Trade Drawdown | -140287 | -117329 | -88636 | -1467911 | -1146794 | -923911 |
Profit Factor | 3.0178 | 4.3429 | 1.1057 | 1.1662 | 1.2924 | 0.9652 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 3.3355 | 4.8 | 1.2221 | 1.2889 | 1.4285 | 1.0668 |
Largest Winning Trade | 778514 | 778514 | 31283 | 918919 | 918919 | 487173 |
Largest Losing Trade | -55271 | -47352 | -55271 | -667620 | -667620 | -479314 |
Avg Bars in Trades | 86 | 117 | 55 | 86 | 117 | 55 |
Avg Bars in Winners | 92 | 136 | 48 | 92 | 136 | 48 |
Avg Bars in Losers | 81 | 100 | 61 | 81 | 100 | 61 |
Bars Traded | 6926 | 4700 | 2226 | 6926 | 4700 | 2226 |
Profit Streak | 45.6967 | 0 | 46.4467 | 45.6967 | 0 | 46.4467 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13588 | 389078 | -443725 | -90505 | -23454 | -579497 |
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{ "first_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "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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