Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496534.1996 | 379486.4196 | 117047.78 | 443059.9102 | 397575.0465 | 45484.8637 |
Total P&L (%) | 496.5342 | 379.4864 | 117.0478 | 443.0599 | 397.575 | 45.4849 |
Avg Daily Profit (%) | 0.3069 | 0.2345 | 0.0723 | 0.1046 | 0.0992 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79394 | -153798 | -56812 | -1318372 | -1504739 | -651765 |
Profit Factor | 1.6158 | 1.8498 | 1.3253 | 1.073 | 1.118 | 1.0168 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 40.5 | 35 | 46 | 40.5 | 35 | 46 |
Ratio Avg Win / Avg Loss | 2.3738 | 3.4354 | 1.5558 | 1.5763 | 2.0763 | 1.1937 |
Largest Winning Trade | 200295 | 200295 | 37207 | 1119161 | 1119161 | 302626 |
Largest Losing Trade | -40079 | -40079 | -27684 | -544022 | -544022 | -372203 |
Avg Bars in Trades | 94 | 96 | 91 | 94 | 96 | 91 |
Avg Bars in Winners | 142 | 163 | 125 | 142 | 163 | 125 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 18814 | 9632 | 9182 | 18814 | 9632 | 9182 |
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 | 322052 | 191007 | -96845 | -195095 | -156248 | -367501 |
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{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 115, "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) |
---|