Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488525.0742 | 1492359.9803 | -3834.9062 | 10902618.3369 | 23526689.023 | -12624070.6861 |
Total P&L (%) | 1488.5251 | 1492.36 | -3.8349 | 10902.6183 | 23526.689 | -12624.0707 |
Avg Daily Profit (%) | 0.8027 | 0.8047 | -0.0021 | 0.2538 | 0.2951 | 0 |
Buy And Hold Return (%) | 7535.8927 | 7535.8927 | 7535.8927 | 7535.8927 | 7535.8927 | 7535.8927 |
Max Trade Drawdown | -82936 | -63496 | -108288 | -18893720 | -6417919 | -17254123 |
Profit Factor | 4.3471 | 8.2325 | 0.9839 | 1.2732 | 2.2874 | 0.4164 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Losing Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Profitability (%) | 57.8125 | 68.75 | 46.875 | 57.8125 | 68.75 | 46.875 |
Ratio Avg Win / Avg Loss | 3.1722 | 3.742 | 1.1151 | 0.9291 | 1.0397 | 0.4719 |
Largest Winning Trade | 810092 | 810092 | 66434 | 21639522 | 21639522 | 2876055 |
Largest Losing Trade | -58592 | -58592 | -43762 | -6417919 | -6417919 | -5456168 |
Avg Bars in Trades | 108 | 107 | 108 | 108 | 107 | 108 |
Avg Bars in Winners | 121 | 116 | 129 | 121 | 116 | 129 |
Avg Bars in Losers | 89 | 89 | 89 | 89 | 89 | 89 |
Bars Traded | 6919 | 3448 | 3471 | 6919 | 3448 | 3471 |
Profit Streak | 0 | 217.6119 | 0 | 0 | 217.6119 | 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 | -287780 | -140706 | -580358 | -162522 | 448727 | -582025 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 53, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 53, "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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