Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192090.9968 | 109709.9099 | 82381.0869 | 14778.9201 | -38765.9116 | 53544.8316 |
Total P&L (%) | 192.091 | 109.7099 | 82.3811 | 14.7789 | -38.7659 | 53.5448 |
Avg Daily Profit (%) | 0.1888 | 0.1078 | 0.081 | 0.0136 | -0.0482 | 0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118604 | -97513 | -60299 | -203869 | -186815 | -61412 |
Profit Factor | 1.3215 | 1.3083 | 1.3409 | 1.0214 | 0.9091 | 1.2037 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 51.5152 | 44.898 | 58 | 51.5152 | 44.898 | 58 |
Ratio Avg Win / Avg Loss | 1.2437 | 1.6056 | 0.971 | 0.9614 | 1.1157 | 0.8717 |
Largest Winning Trade | 71930 | 71930 | 23735 | 42456 | 41786 | 42456 |
Largest Losing Trade | -48569 | -48569 | -38828 | -82814 | -82814 | -38165 |
Avg Bars in Trades | 118 | 160 | 77 | 118 | 160 | 77 |
Avg Bars in Winners | 116 | 153 | 88 | 116 | 153 | 88 |
Avg Bars in Losers | 120 | 165 | 63 | 120 | 165 | 63 |
Bars Traded | 11736 | 7845 | 3890 | 11736 | 7845 | 3890 |
Profit Streak | 11.8069 | 11.8069 | 211.9736 | 11.8069 | 11.8069 | 211.9736 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349833 | -49033 | -263752 | -388475 | -580372 | -317444 |
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{ "first_band": { "type": "kcb", "factors": { "length": 122, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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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