Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046929.2757 | 987844.1787 | 59085.097 | 23785409.5298 | 33015563.9594 | -9230154.4296 |
Total P&L (%) | 1046.9293 | 987.8442 | 59.0851 | 23785.4095 | 33015.564 | -9230.1544 |
Avg Daily Profit (%) | 0.5604 | 0.5288 | 0.0316 | 0.2936 | 0.3111 | 0 |
Buy And Hold Return (%) | 7166.9743 | 7166.9743 | 7166.9743 | 7166.9743 | 7166.9743 | 7166.9743 |
Max Trade Drawdown | -92371 | -105612 | -89330 | -15897623 | -9084128 | -16191603 |
Profit Factor | 2.0703 | 3.0394 | 1.1196 | 1.2317 | 1.6698 | 0.8271 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Profitability (%) | 48.2625 | 47.6923 | 48.8372 | 48.2625 | 47.6923 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2193 | 3.3335 | 1.173 | 1.3204 | 1.8314 | 0.8665 |
Largest Winning Trade | 254870 | 254870 | 52415 | 8600577 | 8600577 | 5978551 |
Largest Losing Trade | -40159 | -40159 | -26277 | -4561687 | -3810860 | -4561687 |
Avg Bars in Trades | 85 | 86 | 85 | 85 | 86 | 85 |
Avg Bars in Winners | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Losers | 66 | 69 | 62 | 66 | 69 | 62 |
Bars Traded | 22231 | 11180 | 11051 | 22231 | 11180 | 11051 |
Profit Streak | 15.9358 | 16.8525 | 0 | 15.9358 | 16.8525 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149465 | -149658 | -405991 | 249610 | 357568 | -581442 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 3 } } }
# | 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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