Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169237.4779 | -8516.5454 | 177754.0233 | 56487.0808 | -72292.0991 | 128779.18 |
Total P&L (%) | 169.2375 | -8.5165 | 177.754 | 56.4871 | -72.2921 | 128.7792 |
Avg Daily Profit (%) | 0.1626 | -0.0082 | 0.1708 | 0.043 | -0.1232 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66910 | -100961 | -25885 | -103209 | -148643 | -26845 |
Profit Factor | 1.6439 | 0.9617 | 5.4008 | 1.1941 | 0.7114 | 4.1813 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 13 | 10 | 3 | 13 | 10 | 3 |
Profitability (%) | 87.5 | 80.7692 | 94.2308 | 87.5 | 80.7692 | 94.2308 |
Ratio Avg Win / Avg Loss | 0.2349 | 0.229 | 0.3307 | 0.1706 | 0.1694 | 0.256 |
Largest Winning Trade | 12699 | 12699 | 10550 | 12186 | 12186 | 11078 |
Largest Losing Trade | -66910 | -66910 | -25885 | -84788 | -84788 | -26845 |
Avg Bars in Trades | 37 | 57 | 17 | 37 | 57 | 17 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 209 | 242 | 96 | 209 | 242 | 96 |
Bars Traded | 3865 | 2980 | 885 | 3865 | 2980 | 885 |
Profit Streak | 73.7835 | 73.7835 | 300.5335 | 73.7835 | 73.7835 | 300.5335 |
Trades During Streak | 33 | 16 | 23 | 33 | 16 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531373 | -755127 | -160122 | -137878 | -755127 | -255128 |
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{ "first_band": { "type": "kcb", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 2, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 250, "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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