Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780949.9931 | 1850736.9899 | -69786.9968 | -218176.935 | 281189.41 | -499366.345 |
Total P&L (%) | 1780.95 | 1850.737 | -69.787 | -218.1769 | 281.1894 | -499.3663 |
Avg Daily Profit (%) | 0.9515 | 0.9888 | -0.0373 | 0 | 0.0715 | 0 |
Buy And Hold Return (%) | 549.4007 | 549.4007 | 549.4007 | 549.4007 | 549.4007 | 549.4007 |
Max Trade Drawdown | -273082 | -124775 | -192718 | -1761869 | -1212118 | -602967 |
Profit Factor | 3.2147 | 5.4194 | 0.8189 | 0.9066 | 1.1889 | 0.4116 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 44 | 23 | 21 | 52 | 25 | 27 |
Losing Trades | 59 | 28 | 31 | 51 | 26 | 25 |
Profitability (%) | 42.7184 | 45.098 | 40.3846 | 50.4854 | 49.0196 | 51.9231 |
Ratio Avg Win / Avg Loss | 4.3106 | 6.5975 | 1.2089 | 0.8892 | 1.2365 | 0.3811 |
Largest Winning Trade | 1733210 | 1733210 | 36703 | 1325305 | 1325305 | 69151 |
Largest Losing Trade | -115160 | -34836 | -115160 | -408483 | -408483 | -331634 |
Avg Bars in Trades | 69 | 87 | 51 | 69 | 87 | 51 |
Avg Bars in Winners | 92 | 115 | 68 | 57 | 78 | 38 |
Avg Bars in Losers | 52 | 65 | 40 | 82 | 97 | 66 |
Bars Traded | 7185 | 4485 | 2700 | 7185 | 4485 | 2700 |
Profit Streak | 0 | 64.6747 | 0 | 20.9247 | 0 | 58.9247 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503560 | -162753 | -762905 | -579888 | -456372 | -760023 |
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{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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