Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545732.6185 | 1516916.8732 | 28815.7454 | 21320665.1634 | 30757341.9143 | -9436676.7509 |
Total P&L (%) | 1545.7326 | 1516.9169 | 28.8157 | 21320.6652 | 30757.3419 | -9436.6768 |
Avg Daily Profit (%) | 0.8291 | 0.8137 | 0.0155 | 0.2883 | 0.3079 | 0 |
Buy And Hold Return (%) | 8217.6685 | 8217.6685 | 8217.6685 | 8217.6685 | 8217.6685 | 8217.6685 |
Max Trade Drawdown | -57308 | -57717 | -83596 | -16567780 | -7280978 | -15411715 |
Profit Factor | 4.8188 | 8.3178 | 1.1459 | 1.4874 | 2.3678 | 0.5561 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 48.3871 | 51.6129 | 45.1613 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.14 | 7.7979 | 1.3915 | 1.5866 | 2.2198 | 0.6752 |
Largest Winning Trade | 777737 | 777737 | 63070 | 23885205 | 23885205 | 4886735 |
Largest Losing Trade | -55482 | -55482 | -24923 | -7280978 | -7280978 | -4705204 |
Avg Bars in Trades | 167 | 167 | 167 | 167 | 167 | 167 |
Avg Bars in Winners | 231 | 223 | 240 | 231 | 223 | 240 |
Avg Bars in Losers | 107 | 108 | 106 | 107 | 108 | 106 |
Bars Traded | 10384 | 5199 | 5185 | 10384 | 5199 | 5185 |
Profit Streak | 0 | 227.4523 | 0 | 0 | 227.4523 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -304051 | -142929 | -399915 | -151466 | 437831 | -582699 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 66, "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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