Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1970577.6176 | -65743.359 | -1904834.2585 | 161695.6086 | -6540674.996 | 6702370.6047 |
Total P&L (%) | -1970.5776 | -65.7434 | -1904.8343 | 161.6956 | -6540.675 | 6702.3706 |
Avg Daily Profit (%) | -1.1021 | -0.0368 | -1.0653 | 0.0538 | 0 | 0.2363 |
Buy And Hold Return (%) | 392.458 | 392.458 | 392.458 | 392.458 | 392.458 | 392.458 |
Max Trade Drawdown | -2114005 | -199747 | -2007786 | -19054313 | -8587102 | -14999830 |
Profit Factor | 0.3551 | 0.8862 | 0.2313 | 1.0037 | 0.6336 | 1.2606 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 115 | 56 | 59 | 113 | 57 | 56 |
Losing Trades | 109 | 56 | 53 | 111 | 55 | 56 |
Profitability (%) | 51.3393 | 50 | 52.6786 | 50.4464 | 50.8929 | 50 |
Ratio Avg Win / Avg Loss | 0.3366 | 0.8862 | 0.2078 | 0.9859 | 0.6114 | 1.2606 |
Largest Winning Trade | 44686 | 44686 | 34641 | 22231357 | 3084920 | 22231357 |
Largest Losing Trade | -1172169 | -46672 | -1172169 | -12035967 | -3853320 | -12035967 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 20 | 19 | 20 | 21 | 19 | 23 |
Avg Bars in Losers | 27 | 25 | 28 | 26 | 25 | 26 |
Bars Traded | 5267 | 2507 | 2760 | 5267 | 2507 | 2760 |
Profit Streak | 15.5435 | 28.8769 | 15.5435 | 15.5435 | 28.8769 | 15.5435 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577611 | -579749 | -579338 | -501887 | -579633 | 334211 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 47, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 47, "offset": 0, "scalar": 2 } } }
# | 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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