Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446188.2701 | 1298020.7369 | 148167.5332 | 4338023.4876 | 496806.3506 | 3841217.137 |
Total P&L (%) | 1446.1883 | 1298.0207 | 148.1675 | 4338.0235 | 496.8064 | 3841.2171 |
Avg Daily Profit (%) | 0.7827 | 0.7025 | 0.0802 | 0.2055 | 0.0967 | 0.199 |
Buy And Hold Return (%) | 83.3471 | 83.3471 | 83.3471 | 83.3471 | 83.3471 | 83.3471 |
Max Trade Drawdown | -99749 | -70283 | -89109 | -2623701 | -2520848 | -1147256 |
Profit Factor | 3.7175 | 5.6849 | 1.5808 | 1.3527 | 1.0735 | 1.6937 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 29.2994 | 21.519 | 37.1795 | 29.2994 | 21.519 | 37.1795 |
Ratio Avg Win / Avg Loss | 8.9705 | 20.7331 | 2.671 | 3.2641 | 3.915 | 2.8618 |
Largest Winning Trade | 1126087 | 1126087 | 65083 | 1955808 | 1955808 | 1505051 |
Largest Losing Trade | -19731 | -17227 | -19731 | -466330 | -450974 | -466330 |
Avg Bars in Trades | 68 | 56 | 80 | 68 | 56 | 80 |
Avg Bars in Winners | 193 | 204 | 187 | 193 | 204 | 187 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 10746 | 4457 | 6289 | 10746 | 4457 | 6289 |
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 | 353862 | -51485 | -130787 | -441 | -275235 | -28205 |
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{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 212, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 4, "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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