Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245893.3696 | 271998.4926 | -26105.123 | -27359.0897 | 73808.4057 | -101167.4954 |
Total P&L (%) | 245.8934 | 271.9985 | -26.1051 | -27.3591 | 73.8084 | -101.1675 |
Avg Daily Profit (%) | 0.2013 | 0.2227 | -0.0214 | -0.0262 | 0.0453 | 0 |
Buy And Hold Return (%) | 39.5174 | 39.5174 | 39.5174 | 39.5174 | 39.5174 | 39.5174 |
Max Trade Drawdown | -155234 | -133894 | -65027 | -360648 | -289710 | -152216 |
Profit Factor | 1.3378 | 1.7887 | 0.9319 | 0.9804 | 1.0983 | 0.8439 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 51.3761 | 57.4074 | 45.4545 | 51.3761 | 57.4074 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.2661 | 1.3271 | 1.1182 | 0.9279 | 0.8149 | 1.0127 |
Largest Winning Trade | 151266 | 151266 | 36559 | 151003 | 151003 | 50258 |
Largest Losing Trade | -51418 | -50889 | -51418 | -169206 | -169206 | -75160 |
Avg Bars in Trades | 64 | 83 | 45 | 64 | 83 | 45 |
Avg Bars in Winners | 72 | 84 | 57 | 72 | 84 | 57 |
Avg Bars in Losers | 55 | 81 | 36 | 55 | 81 | 36 |
Bars Traded | 7029 | 4505 | 2524 | 7029 | 4505 | 2524 |
Profit Streak | 9.1087 | 0 | 68.442 | 9.1087 | 0 | 68.442 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308312 | -169076 | -759554 | -579642 | -433347 | -759554 |
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{ "first_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "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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