Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180366.2106 | 181198.3186 | -832.1081 | -15750.2066 | 15159.1537 | -30909.3604 |
Total P&L (%) | 180.3662 | 181.1983 | -0.8321 | -15.7502 | 15.1592 | -30.9094 |
Avg Daily Profit (%) | 0.1486 | 0.1493 | -0.0007 | -0.0141 | 0.0116 | -0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90948 | -79681 | -52145 | -110718 | -106809 | -62038 |
Profit Factor | 1.459 | 1.8193 | 0.9952 | 0.9634 | 1.0603 | 0.8274 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 52.381 | 45.1613 | 59.375 | 52.381 | 45.1613 | 59.375 |
Ratio Avg Win / Avg Loss | 1.3263 | 2.2092 | 0.6809 | 0.8758 | 1.2875 | 0.5661 |
Largest Winning Trade | 180804 | 180804 | 38103 | 95450 | 95450 | 27700 |
Largest Losing Trade | -45569 | -45569 | -27576 | -66486 | -66486 | -26004 |
Avg Bars in Trades | 48 | 54 | 43 | 48 | 54 | 43 |
Avg Bars in Winners | 45 | 62 | 33 | 45 | 62 | 33 |
Avg Bars in Losers | 51 | 47 | 57 | 51 | 47 | 57 |
Bars Traded | 3067 | 1684 | 1383 | 3067 | 1684 | 1383 |
Profit Streak | 0 | 94.7705 | 0 | 0 | 94.7705 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144292 | 329264 | -579595 | -731469 | -342173 | -579595 |
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{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 174, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "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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