Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683736.5495 | 369550.4792 | 314186.0703 | 4537565.4187 | 798986.0476 | 3738579.3711 |
Total P&L (%) | 683.7366 | 369.5505 | 314.1861 | 4537.5654 | 798.986 | 3738.5794 |
Avg Daily Profit (%) | 0.3755 | 0.2029 | 0.1725 | 0.2109 | 0.1207 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64928 | -88756 | -40222 | -2315298 | -2439100 | -1435625 |
Profit Factor | 2.2704 | 2.0558 | 2.6696 | 1.4206 | 1.1131 | 2.0037 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 55 | 47.1429 | 62.8571 | 55 | 47.1429 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.8576 | 2.305 | 1.5775 | 1.1623 | 1.248 | 1.184 |
Largest Winning Trade | 288646 | 288646 | 40059 | 1372117 | 1372117 | 824323 |
Largest Losing Trade | -33729 | -33729 | -20275 | -1227985 | -1082365 | -1227985 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 61 | 72 | 53 | 61 | 72 | 53 |
Avg Bars in Losers | 37 | 45 | 26 | 37 | 45 | 26 |
Bars Traded | 7088 | 4054 | 3034 | 7088 | 4054 | 3034 |
Profit Streak | 15.5418 | 0 | 42.0418 | 15.5418 | 0 | 42.0418 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556559 | -84015 | -79047 | 379887 | -223155 | -80788 |
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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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