Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679335.1268 | 702483.3926 | -23148.2658 | -57184.4383 | 78758.2467 | -135942.685 |
Total P&L (%) | 679.3351 | 702.4834 | -23.1483 | -57.1844 | 78.7582 | -135.9427 |
Avg Daily Profit (%) | 0.3519 | 0.3639 | -0.012 | -0.0439 | 0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182244 | -112350 | -165050 | -187360 | -86194 | -181320 |
Profit Factor | 1.6685 | 2.2776 | 0.9504 | 0.9216 | 1.2098 | 0.6162 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 45.6376 | 41.8919 | 49.3333 | 45.6376 | 41.8919 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.9875 | 3.1592 | 0.976 | 1.0978 | 1.6781 | 0.6329 |
Largest Winning Trade | 591349 | 591349 | 44631 | 95554 | 95554 | 32995 |
Largest Losing Trade | -69721 | -69721 | -56946 | -112217 | -86194 | -112217 |
Avg Bars in Trades | 75 | 110 | 40 | 75 | 110 | 40 |
Avg Bars in Winners | 78 | 110 | 51 | 78 | 110 | 51 |
Avg Bars in Losers | 72 | 109 | 30 | 72 | 109 | 30 |
Bars Traded | 11205 | 8145 | 3060 | 11205 | 8145 | 3060 |
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 | 403001 | -53836 | -637995 | -580413 | -219645 | -637995 |
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{ "first_band": { "type": "kcb", "factors": { "length": 182, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 203, "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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