Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291942.8026 | 216166.0141 | 75776.7886 | 45936.3416 | 15761.5127 | 30174.8289 |
Total P&L (%) | 291.9428 | 216.166 | 75.7768 | 45.9363 | 15.7615 | 30.1748 |
Avg Daily Profit (%) | 0.287 | 0.2125 | 0.0745 | 0.0372 | 0.0144 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194053 | -182419 | -75955 | -140132 | -132250 | -68621 |
Profit Factor | 1.3864 | 1.4952 | 1.2375 | 1.0724 | 1.0453 | 1.1053 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 46.8531 | 40.8451 | 52.7778 | 46.8531 | 40.8451 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.5726 | 2.1654 | 1.1073 | 1.2164 | 1.5139 | 0.9889 |
Largest Winning Trade | 173338 | 173338 | 23783 | 49777 | 49777 | 22361 |
Largest Losing Trade | -55595 | -55595 | -20456 | -44013 | -44013 | -21413 |
Avg Bars in Trades | 82 | 104 | 61 | 82 | 104 | 61 |
Avg Bars in Winners | 94 | 122 | 73 | 94 | 122 | 73 |
Avg Bars in Losers | 72 | 91 | 47 | 72 | 91 | 47 |
Bars Traded | 11839 | 7416 | 4423 | 11839 | 7416 | 4423 |
Profit Streak | 4.8419 | 0 | 48.6752 | 4.8419 | 0 | 48.6752 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353172 | -80402 | -171123 | -286148 | -443462 | -345078 |
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "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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