Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429620.1949 | 269842.6052 | 159777.5897 | 1610654.1624 | 914394.7715 | 696259.3909 |
Total P&L (%) | 429.6202 | 269.8426 | 159.7776 | 1610.6542 | 914.3948 | 696.2594 |
Avg Daily Profit (%) | 0.3446 | 0.2164 | 0.1282 | 0.228 | 0.186 | 0.1666 |
Buy And Hold Return (%) | 21.0941 | 21.0941 | 21.0941 | 21.0941 | 21.0941 | 21.0941 |
Max Trade Drawdown | -90987 | -55375 | -54487 | -1248194 | -851254 | -497963 |
Profit Factor | 2.0226 | 2.5208 | 1.6583 | 1.5934 | 1.6963 | 1.497 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 67.7083 | 64.5833 | 70.8333 | 67.7083 | 64.5833 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.3824 | 0.6828 | 0.7599 | 0.9302 | 0.6164 |
Largest Winning Trade | 69430 | 69430 | 20665 | 400025 | 400025 | 223700 |
Largest Losing Trade | -46302 | -42546 | -46302 | -735450 | -735450 | -437553 |
Avg Bars in Trades | 49 | 60 | 37 | 49 | 60 | 37 |
Avg Bars in Winners | 41 | 53 | 30 | 41 | 53 | 30 |
Avg Bars in Losers | 65 | 73 | 55 | 65 | 73 | 55 |
Bars Traded | 4705 | 2912 | 1793 | 4705 | 2912 | 1793 |
Profit Streak | 80.3972 | 80.3972 | 80.8972 | 80.3972 | 80.3972 | 80.8972 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513331 | 532893 | -17413 | 461656 | 421252 | 415059 |
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{ "first_band": { "type": "kcb", "factors": { "length": 28, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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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