Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317493.915 | 188718.7632 | 128775.1518 | 91711.7131 | 1549.7384 | 90161.9747 |
Total P&L (%) | 317.4939 | 188.7188 | 128.7752 | 91.7117 | 1.5497 | 90.162 |
Avg Daily Profit (%) | 0.1678 | 0.0997 | 0.0681 | 0.0344 | 0.0008 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110615 | -106588 | -152437 | -117354 | -109722 | -89555 |
Profit Factor | 1.3999 | 1.4688 | 1.329 | 1.1154 | 1.0034 | 1.2652 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 48.3221 | 48.6486 | 48 | 48.3221 | 48.6486 | 48 |
Ratio Avg Win / Avg Loss | 1.4971 | 1.5504 | 1.4398 | 1.1929 | 1.0592 | 1.3707 |
Largest Winning Trade | 114575 | 114575 | 42202 | 114913 | 114913 | 32161 |
Largest Losing Trade | -46394 | -43834 | -46394 | -77035 | -77035 | -25784 |
Avg Bars in Trades | 47 | 63 | 31 | 47 | 63 | 31 |
Avg Bars in Winners | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Losers | 45 | 68 | 21 | 45 | 68 | 21 |
Bars Traded | 7047 | 4672 | 2375 | 7047 | 4672 | 2375 |
Profit Streak | 67.7367 | 0 | 67.9867 | 67.7367 | 0 | 67.9867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300245 | -122587 | -158983 | -240219 | -639262 | -204817 |
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{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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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