Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1219711.6945 | 1231828.3013 | -12116.6067 | 463998.3858 | 608043.7273 | -144045.3414 |
Total P&L (%) | 1219.7117 | 1231.8283 | -12.1166 | 463.9984 | 608.0437 | -144.0453 |
Avg Daily Profit (%) | 0.6701 | 0.6767 | -0.0067 | 0.0951 | 0.1076 | 0 |
Buy And Hold Return (%) | 658.5107 | 658.5107 | 658.5107 | 658.5107 | 658.5107 | 658.5107 |
Max Trade Drawdown | -129934 | -116380 | -108367 | -999799 | -578340 | -656553 |
Profit Factor | 2.9799 | 4.4258 | 0.9528 | 1.1415 | 1.3001 | 0.8851 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 44.2857 | 45.7143 | 42.8571 | 44.2857 | 45.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.7489 | 5.2557 | 1.2703 | 1.4361 | 1.5439 | 1.1801 |
Largest Winning Trade | 812555 | 812555 | 34526 | 812555 | 812555 | 248104 |
Largest Losing Trade | -63069 | -47406 | -63069 | -358512 | -358512 | -311149 |
Avg Bars in Trades | 73 | 99 | 47 | 73 | 99 | 47 |
Avg Bars in Winners | 75 | 110 | 36 | 75 | 110 | 36 |
Avg Bars in Losers | 72 | 90 | 55 | 72 | 90 | 55 |
Bars Traded | 5138 | 3483 | 1655 | 5138 | 3483 | 1655 |
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 | -91127 | 362100 | -581898 | -397710 | -215202 | -581898 |
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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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