Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213871.2568 | 1234870.7497 | -20999.4929 | 404051.1021 | 557097.1758 | -153046.0737 |
Total P&L (%) | 1213.8713 | 1234.8708 | -20.9995 | 404.0511 | 557.0972 | -153.0461 |
Avg Daily Profit (%) | 0.6673 | 0.6789 | -0.0115 | 0.089 | 0.1036 | 0 |
Buy And Hold Return (%) | 624.4705 | 624.4705 | 624.4705 | 624.4705 | 624.4705 | 624.4705 |
Max Trade Drawdown | -159500 | -148040 | -102357 | -1034527 | -719897 | -659775 |
Profit Factor | 2.9438 | 4.3269 | 0.9171 | 1.1234 | 1.271 | 0.8744 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 39.7059 | 41.1765 | 38.2353 | 39.7059 | 41.1765 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.4702 | 6.1814 | 1.4815 | 1.7059 | 1.8158 | 1.4125 |
Largest Winning Trade | 812555 | 812555 | 32853 | 812555 | 812555 | 228073 |
Largest Losing Trade | -52442 | -42573 | -52442 | -358512 | -358512 | -238401 |
Avg Bars in Trades | 75 | 101 | 49 | 75 | 101 | 49 |
Avg Bars in Winners | 85 | 124 | 43 | 85 | 124 | 43 |
Avg Bars in Losers | 69 | 85 | 53 | 69 | 85 | 53 |
Bars Traded | 5137 | 3462 | 1675 | 5137 | 3462 | 1675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107390 | 321996 | -583703 | -441409 | -222527 | -583703 |
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{ "first_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 165, "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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