Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474286.8771 | 1419248.3255 | 55038.5516 | 1920456.7216 | 1714893.7502 | 205562.9714 |
Total P&L (%) | 1474.2869 | 1419.2483 | 55.0386 | 1920.4567 | 1714.8938 | 205.563 |
Avg Daily Profit (%) | 0.8123 | 0.782 | 0.0303 | 0.1658 | 0.1598 | 0.0616 |
Buy And Hold Return (%) | 763.6684 | 763.6684 | 763.6684 | 763.6684 | 763.6684 | 763.6684 |
Max Trade Drawdown | -140001 | -122996 | -83073 | -4047007 | -4045846 | -1670492 |
Profit Factor | 3.6777 | 5.9226 | 1.2099 | 1.1566 | 1.2376 | 1.0407 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 55.7143 | 60 | 51.4286 | 55.7143 | 60 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.9233 | 3.9484 | 1.1426 | 0.9193 | 0.8251 | 0.9829 |
Largest Winning Trade | 1044013 | 1044013 | 57934 | 2431725 | 2431725 | 893068 |
Largest Losing Trade | -57665 | -52318 | -57665 | -2401126 | -2401126 | -1218925 |
Avg Bars in Trades | 75 | 101 | 48 | 75 | 101 | 48 |
Avg Bars in Winners | 79 | 99 | 57 | 79 | 99 | 57 |
Avg Bars in Losers | 68 | 105 | 38 | 68 | 105 | 38 |
Bars Traded | 5255 | 3557 | 1698 | 5255 | 3557 | 1698 |
Profit Streak | 0 | 168.9975 | 0 | 0 | 168.9975 | 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 | -85109 | 558654 | -318443 | -143511 | 84455 | -453714 |
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{ "first_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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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