Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14090288.9372 | 14033279.7218 | 57009.2155 | 29132809.7784 | 34222448.1613 | -5089638.3829 |
Total P&L (%) | 14090.2889 | 14033.2797 | 57.0092 | 29132.8098 | 34222.4482 | -5089.6384 |
Avg Daily Profit (%) | 6.2411 | 6.2158 | 0.0253 | 0.2518 | 0.2589 | 0 |
Buy And Hold Return (%) | 8156.1644 | 8156.1644 | 8156.1644 | 8156.1644 | 8156.1644 | 8156.1644 |
Max Trade Drawdown | -132782 | -80268 | -66270 | -46887954 | -24698190 | -35250593 |
Profit Factor | 26.0916 | 49.3727 | 1.21 | 1.198 | 1.4772 | 0.9325 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 50 | 45.5882 | 54.4118 | 50 | 45.5882 | 54.4118 |
Ratio Avg Win / Avg Loss | 26.0916 | 58.9287 | 1.0138 | 1.198 | 1.7631 | 0.7813 |
Largest Winning Trade | 13816490 | 13816490 | 46934 | 30057988 | 30057988 | 15870844 |
Largest Losing Trade | -34687 | -34687 | -28278 | -14233943 | -14233943 | -12204926 |
Avg Bars in Trades | 97 | 102 | 93 | 97 | 102 | 93 |
Avg Bars in Winners | 134 | 154 | 118 | 134 | 154 | 118 |
Avg Bars in Losers | 61 | 59 | 62 | 61 | 59 | 62 |
Bars Traded | 13314 | 6986 | 6328 | 13314 | 6986 | 6328 |
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 | 580575 | -95453 | -433990 | 124525 | -102402 | -689386 |
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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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