Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879333.1198 | 711193.9151 | 168139.2046 | 1349326.0901 | -22228.3572 | 1371554.4474 |
Total P&L (%) | 879.3331 | 711.1939 | 168.1392 | 1349.3261 | -22.2284 | 1371.5544 |
Avg Daily Profit (%) | 0.472 | 0.3817 | 0.0903 | 0.1436 | -0.0135 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88451 | -119370 | -64414 | -994050 | -1129576 | -503017 |
Profit Factor | 2.3658 | 2.9758 | 1.5923 | 1.1959 | 0.9945 | 1.4825 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 70 | 24 | 46 | 70 | 24 | 46 |
Losing Trades | 98 | 60 | 38 | 98 | 60 | 38 |
Profitability (%) | 41.6667 | 28.5714 | 54.7619 | 41.6667 | 28.5714 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.3121 | 7.4394 | 1.3154 | 1.6743 | 2.4863 | 1.2247 |
Largest Winning Trade | 626192 | 626192 | 53998 | 957969 | 957969 | 622724 |
Largest Losing Trade | -21750 | -21750 | -18459 | -302580 | -302580 | -249603 |
Avg Bars in Trades | 131 | 110 | 152 | 131 | 110 | 152 |
Avg Bars in Winners | 235 | 252 | 226 | 235 | 252 | 226 |
Avg Bars in Losers | 57 | 53 | 62 | 57 | 53 | 62 |
Bars Traded | 22084 | 9301 | 12782 | 22084 | 9301 | 12782 |
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 | 450286 | 31356 | -70312 | -7134 | -592403 | 60442 |
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{ "first_band": { "type": "kcb", "factors": { "length": 206, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 66, "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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