Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321026.0835 | 279593.7886 | 41432.2949 | -195200.1364 | 114607.5204 | -309807.6568 |
Total P&L (%) | 321.0261 | 279.5938 | 41.4323 | -195.2001 | 114.6075 | -309.8077 |
Avg Daily Profit (%) | 0.1699 | 0.148 | 0.0219 | 0 | 0.0404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175039 | -59886 | -192801 | -634190 | -149069 | -535582 |
Profit Factor | 1.4488 | 1.9549 | 1.0981 | 0.8423 | 1.2311 | 0.5824 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 76 | 38 | 38 | 48 | 27 | 21 |
Losing Trades | 50 | 25 | 25 | 78 | 36 | 42 |
Profitability (%) | 60.3175 | 60.3175 | 60.3175 | 38.0952 | 42.8571 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.9532 | 1.2861 | 0.7224 | 1.3687 | 1.6414 | 1.1647 |
Largest Winning Trade | 63281 | 58323 | 63281 | 148115 | 148115 | 114872 |
Largest Losing Trade | -115082 | -35207 | -115082 | -163515 | -67795 | -163515 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 28 | 31 | 25 | 61 | 59 | 64 |
Avg Bars in Losers | 66 | 64 | 67 | 32 | 33 | 31 |
Bars Traded | 5478 | 2807 | 2671 | 5478 | 2807 | 2671 |
Profit Streak | 15.2987 | 0 | 51.2987 | 0 | 82.632 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322053 | -138232 | -424326 | -583406 | -286903 | -732550 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 80, "offset": 231, "scalar": 3 } } }
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# | 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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