Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742739.5072 | 765592.4277 | -22852.9205 | 54712.3293 | 886025.4101 | -831313.0808 |
Total P&L (%) | 742.7395 | 765.5924 | -22.8529 | 54.7123 | 886.0254 | -831.3131 |
Avg Daily Profit (%) | 0.3565 | 0.3675 | -0.011 | 0.0209 | 0.1099 | 0 |
Buy And Hold Return (%) | 83.6327 | 83.6327 | 83.6327 | 83.6327 | 83.6327 | 83.6327 |
Max Trade Drawdown | -165623 | -172122 | -211614 | -1672121 | -1033144 | -1103894 |
Profit Factor | 1.4514 | 1.8966 | 0.9711 | 1.0097 | 1.3018 | 0.6922 |
Total Trades | 387 | 193 | 194 | 387 | 193 | 194 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 228 | 117 | 111 | 228 | 117 | 111 |
Profitability (%) | 41.0853 | 39.3782 | 42.7835 | 41.0853 | 39.3782 | 42.7835 |
Ratio Avg Win / Avg Loss | 2.0812 | 2.9198 | 1.2987 | 1.4479 | 2.0041 | 0.9257 |
Largest Winning Trade | 391596 | 391596 | 66102 | 1359976 | 1359976 | 204242 |
Largest Losing Trade | -52967 | -35978 | -52967 | -702342 | -318160 | -702342 |
Avg Bars in Trades | 64 | 71 | 56 | 64 | 71 | 56 |
Avg Bars in Winners | 88 | 102 | 75 | 88 | 102 | 75 |
Avg Bars in Losers | 46 | 51 | 42 | 46 | 51 | 42 |
Bars Traded | 24783 | 13814 | 10969 | 24783 | 13814 | 10969 |
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 | 361859 | 338191 | -581457 | -541946 | -48314 | -583124 |
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{ "first_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 143, "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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