Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470130.6161 | 595623.3773 | -125492.7613 | -94692.7645 | 656313.6455 | -751006.4099 |
Total P&L (%) | 470.1306 | 595.6234 | -125.4928 | -94.6928 | 656.3136 | -751.0064 |
Avg Daily Profit (%) | 0.2025 | 0.2566 | -0.0541 | -0.1264 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195753 | -75855 | -231924 | -420032 | -47136 | -848592 |
Profit Factor | 1.5108 | 2.8327 | 0.7892 | 0.9268 | 4.0156 | 0.3017 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 60.7595 | 60 | 61.5385 | 60.7595 | 60 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9757 | 1.8885 | 0.4933 | 0.5985 | 2.6771 | 0.1886 |
Largest Winning Trade | 208530 | 208530 | 85639 | 239217 | 239217 | 53316 |
Largest Losing Trade | -91654 | -43486 | -91654 | -389842 | -47136 | -389842 |
Avg Bars in Trades | 79 | 53 | 106 | 79 | 53 | 106 |
Avg Bars in Winners | 84 | 44 | 124 | 84 | 44 | 124 |
Avg Bars in Losers | 71 | 66 | 76 | 71 | 66 | 76 |
Bars Traded | 6276 | 2130 | 4146 | 6276 | 2130 | 4146 |
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 | -22257 | 549099 | -579261 | -610383 | -67744 | -579261 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 73, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 73, "offset": 0, "scalar": 4 } } }
# | 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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