Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476381.3719 | 348426.0905 | 127955.2814 | 1385823.9634 | 785850.2388 | 599973.7247 |
Total P&L (%) | 476.3814 | 348.4261 | 127.9553 | 1385.824 | 785.8502 | 599.9737 |
Avg Daily Profit (%) | 0.2543 | 0.186 | 0.0683 | 0.1441 | 0.1165 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89677 | -59036 | -123975 | -1497878 | -1067954 | -966355 |
Profit Factor | 1.9552 | 2.5398 | 1.4697 | 1.2853 | 1.3197 | 1.2501 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 57.6923 | 61.5385 | 53.8462 | 57.6923 | 61.5385 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4338 | 1.5874 | 1.2597 | 0.9426 | 0.8248 | 1.0715 |
Largest Winning Trade | 86023 | 86023 | 55467 | 896943 | 704958 | 896943 |
Largest Losing Trade | -57235 | -29920 | -57235 | -594022 | -526454 | -594022 |
Avg Bars in Trades | 105 | 78 | 132 | 105 | 78 | 132 |
Avg Bars in Winners | 119 | 82 | 161 | 119 | 82 | 161 |
Avg Bars in Losers | 86 | 73 | 97 | 86 | 73 | 97 |
Bars Traded | 10971 | 4106 | 6865 | 10971 | 4106 | 6865 |
Profit Streak | 0 | 0 | 22.3803 | 0 | 0 | 22.3803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430614 | -166216 | -279631 | -598 | -217077 | -233063 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 3 } } }
# | 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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