Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375053.0876 | 1442273.0926 | -67220.005 | -65923.1057 | 524421.0041 | -590344.1098 |
Total P&L (%) | 1375.0531 | 1442.2731 | -67.22 | -65.9231 | 524.421 | -590.3441 |
Avg Daily Profit (%) | 0.7573 | 0.7943 | -0.037 | -0.0593 | 0.1009 | 0 |
Buy And Hold Return (%) | 607.635 | 607.635 | 607.635 | 607.635 | 607.635 | 607.635 |
Max Trade Drawdown | -205983 | -172648 | -133241 | -1927692 | -654003 | -1314921 |
Profit Factor | 2.9188 | 5.0925 | 0.8154 | 0.9728 | 1.5596 | 0.6022 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 34.8837 | 32.5581 | 37.2093 | 34.8837 | 32.5581 | 37.2093 |
Ratio Avg Win / Avg Loss | 5.4484 | 10.5487 | 1.376 | 1.8158 | 3.2307 | 1.0162 |
Largest Winning Trade | 1164872 | 1164872 | 53715 | 1164872 | 1164872 | 679431 |
Largest Losing Trade | -96223 | -42253 | -96223 | -1300149 | -593127 | -1300149 |
Avg Bars in Trades | 59 | 73 | 45 | 59 | 73 | 45 |
Avg Bars in Winners | 84 | 125 | 48 | 84 | 125 | 48 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 5105 | 3150 | 1955 | 5105 | 3150 | 1955 |
Profit Streak | 0 | 48.9231 | 0 | 0 | 48.9231 | 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 | 273236 | 374857 | -584034 | -583649 | -226980 | -584034 |
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{ "first_band": { "type": "kcb", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 182, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "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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