Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283981.1463 | 232168.5977 | 51812.5486 | 87713.0448 | 106163.4217 | -18450.3769 |
Total P&L (%) | 283.9811 | 232.1686 | 51.8125 | 87.713 | 106.1634 | -18.4504 |
Avg Daily Profit (%) | 0.1997 | 0.1633 | 0.0364 | 0.0443 | 0.0509 | -0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82091 | -63088 | -53467 | -313225 | -249789 | -162224 |
Profit Factor | 1.4201 | 1.6164 | 1.1731 | 1.0684 | 1.146 | 0.9667 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 53.0973 | 55.3571 | 50.8772 | 53.0973 | 55.3571 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.2545 | 1.3036 | 1.1327 | 0.9438 | 0.9242 | 0.9334 |
Largest Winning Trade | 90534 | 90534 | 27483 | 148569 | 148569 | 104145 |
Largest Losing Trade | -47199 | -47199 | -27628 | -116922 | -116922 | -81513 |
Avg Bars in Trades | 48 | 64 | 32 | 48 | 64 | 32 |
Avg Bars in Winners | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Losers | 46 | 72 | 23 | 46 | 72 | 23 |
Bars Traded | 5440 | 3601 | 1839 | 5440 | 3601 | 1839 |
Profit Streak | 7.6922 | 0 | 78.4422 | 7.6922 | 0 | 78.4422 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353361 | -170104 | -354515 | -279268 | -365933 | -759755 |
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{ "first_band": { "type": "kcb", "factors": { "length": 92, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } } }
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# | 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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