Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2074730.212 | 2121075.7933 | -46345.5813 | 32455.2285 | -24340.723 | 56795.9516 |
Total P&L (%) | 2074.7302 | 2121.0758 | -46.3456 | 32.4552 | -24.3407 | 56.796 |
Avg Daily Profit (%) | 0.9377 | 0.9586 | -0.0209 | 0.0127 | -0.0126 | 0.0203 |
Buy And Hold Return (%) | 230.0693 | 230.0693 | 230.0693 | 230.0693 | 230.0693 | 230.0693 |
Max Trade Drawdown | -155970 | -105100 | -73761 | -1046203 | -881101 | -243853 |
Profit Factor | 4.5605 | 7.9246 | 0.8323 | 1.0156 | 0.9818 | 1.0759 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 35.4839 | 32.2581 | 38.7097 | 35.4839 | 32.2581 | 38.7097 |
Ratio Avg Win / Avg Loss | 8.2918 | 16.6417 | 1.3178 | 1.8465 | 2.0617 | 1.7036 |
Largest Winning Trade | 2170775 | 2170775 | 37306 | 557242 | 557242 | 315098 |
Largest Losing Trade | -60149 | -58926 | -60149 | -464886 | -464886 | -133219 |
Avg Bars in Trades | 91 | 142 | 40 | 91 | 142 | 40 |
Avg Bars in Winners | 116 | 187 | 57 | 116 | 187 | 57 |
Avg Bars in Losers | 78 | 121 | 30 | 78 | 121 | 30 |
Bars Traded | 5680 | 4413 | 1267 | 5680 | 4413 | 1267 |
Profit Streak | 0 | 0 | 307.1455 | 0 | 0 | 307.1455 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143664 | 536123 | -582954 | -708337 | -584939 | -471211 |
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{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 244, "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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