Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2187885.6968 | -158144.1162 | -2029741.5806 | -116473.9613 | -1932095.4799 | 1815621.5186 |
Total P&L (%) | -2187.8857 | -158.1441 | -2029.7416 | -116.474 | -1932.0955 | 1815.6215 |
Avg Daily Profit (%) | -1.181 | -0.0854 | -1.0957 | 0 | 0 | 0.1595 |
Buy And Hold Return (%) | 43.0279 | 43.0279 | 43.0279 | 43.0279 | 43.0279 | 43.0279 |
Max Trade Drawdown | -2191556 | -176333 | -2032736 | -2361399 | -2639141 | -1806718 |
Profit Factor | 0.1628 | 0.5692 | 0.0964 | 0.9854 | 0.5347 | 1.4722 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 23 | 31 | 48 | 23 | 25 |
Losing Trades | 41 | 24 | 17 | 47 | 24 | 23 |
Profitability (%) | 56.8421 | 48.9362 | 64.5833 | 50.5263 | 48.9362 | 52.0833 |
Ratio Avg Win / Avg Loss | 0.1236 | 0.5939 | 0.0529 | 0.9649 | 0.558 | 1.3544 |
Largest Winning Trade | 49213 | 49213 | 22208 | 3844820 | 728676 | 3844820 |
Largest Losing Trade | -1839939 | -60722 | -1839939 | -1679522 | -1393418 | -1679522 |
Avg Bars in Trades | 74 | 80 | 68 | 74 | 80 | 68 |
Avg Bars in Winners | 41 | 48 | 36 | 78 | 74 | 82 |
Avg Bars in Losers | 118 | 112 | 126 | 70 | 87 | 52 |
Bars Traded | 7077 | 3804 | 3273 | 7077 | 3804 | 3273 |
Profit Streak | 27.548 | 0 | 48.798 | 0 | 42.798 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579097 | -581110 | -577381 | -580456 | -580123 | 330718 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 118, "offset": 59, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 118, "offset": 59, "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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