Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281940.7373 | 1255582.2783 | 26358.459 | 1401087.3232 | 2424112.007 | -1023024.6839 |
Total P&L (%) | 1281.9407 | 1255.5823 | 26.3585 | 1401.0873 | 2424.112 | -1023.0247 |
Avg Daily Profit (%) | 0.7029 | 0.6885 | 0.0145 | 0.1486 | 0.1772 | 0 |
Buy And Hold Return (%) | 810.9513 | 810.9513 | 810.9513 | 810.9513 | 810.9513 | 810.9513 |
Max Trade Drawdown | -179492 | -153560 | -84689 | -3517650 | -2290113 | -2033670 |
Profit Factor | 3.369 | 4.9183 | 1.1194 | 1.1367 | 1.4144 | 0.7673 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45.9016 | 46.6667 | 45.1613 | 45.9016 | 46.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9706 | 5.6209 | 1.3593 | 1.3397 | 1.6165 | 0.9317 |
Largest Winning Trade | 954349 | 954349 | 51228 | 2228086 | 2228086 | 649357 |
Largest Losing Trade | -42731 | -42731 | -33953 | -1567587 | -1567587 | -1346406 |
Avg Bars in Trades | 86 | 125 | 48 | 86 | 125 | 48 |
Avg Bars in Winners | 91 | 112 | 69 | 91 | 112 | 69 |
Avg Bars in Losers | 81 | 136 | 30 | 81 | 136 | 30 |
Bars Traded | 5252 | 3755 | 1497 | 5252 | 3755 | 1497 |
Profit Streak | 3.9839 | 4.9839 | 3.9839 | 3.9839 | 4.9839 | 3.9839 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158272 | 338623 | -430615 | -240373 | 215092 | -582934 |
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{ "first_band": { "type": "kcb", "factors": { "length": 175, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 175, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "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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