Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166000.4686 | 106361.838 | 59638.6307 | -22283.3917 | 3527.8814 | -25811.2732 |
Total P&L (%) | 166.0005 | 106.3618 | 59.6386 | -22.2834 | 3.5279 | -25.8113 |
Avg Daily Profit (%) | 0.1621 | 0.1039 | 0.0582 | -0.0246 | 0.0034 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117674 | -117123 | -106701 | -94177 | -74637 | -63657 |
Profit Factor | 1.3164 | 1.4292 | 1.2154 | 0.9265 | 1.025 | 0.8405 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 61.1765 | 57.1429 | 65.1163 | 61.1765 | 57.1429 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.8354 | 1.0719 | 0.6511 | 0.588 | 0.7687 | 0.4502 |
Largest Winning Trade | 56964 | 56964 | 28624 | 25205 | 25205 | 8916 |
Largest Losing Trade | -62294 | -47404 | -62294 | -48777 | -48695 | -48777 |
Avg Bars in Trades | 139 | 172 | 105 | 139 | 172 | 105 |
Avg Bars in Winners | 116 | 131 | 103 | 116 | 131 | 103 |
Avg Bars in Losers | 174 | 228 | 109 | 174 | 228 | 109 |
Bars Traded | 11815 | 7265 | 4550 | 11815 | 7265 | 4550 |
Profit Streak | 9.1296 | 0 | 217.8796 | 9.1296 | 0 | 217.8796 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303690 | -52471 | -114475 | -578156 | -547829 | -577311 |
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{ "first_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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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