Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768238.3433 | 1797885.116 | -29646.7727 | 303470.6643 | 762624.1056 | -459153.4413 |
Total P&L (%) | 1768.2383 | 1797.8851 | -29.6468 | 303.4707 | 762.6241 | -459.1534 |
Avg Daily Profit (%) | 0.7496 | 0.7622 | -0.0126 | 0.0592 | 0.0914 | 0 |
Buy And Hold Return (%) | 572.9139 | 572.9139 | 572.9139 | 572.9139 | 572.9139 | 572.9139 |
Max Trade Drawdown | -183251 | -197145 | -75906 | -3983168 | -3799565 | -938579 |
Profit Factor | 3.5267 | 5.7063 | 0.9067 | 1.0386 | 1.1601 | 0.8522 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 30.2752 | 27.2727 | 33.3333 | 30.2752 | 27.2727 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.1221 | 15.2167 | 1.8134 | 2.3918 | 3.0936 | 1.7044 |
Largest Winning Trade | 1647995 | 1647995 | 54333 | 4135686 | 4135686 | 583199 |
Largest Losing Trade | -34566 | -34566 | -27177 | -1477363 | -1477363 | -427946 |
Avg Bars in Trades | 127 | 126 | 127 | 127 | 126 | 127 |
Avg Bars in Winners | 247 | 285 | 216 | 247 | 285 | 216 |
Avg Bars in Losers | 75 | 67 | 83 | 75 | 67 | 83 |
Bars Traded | 13877 | 6975 | 6902 | 13877 | 6975 | 6902 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325247 | -181963 | -764814 | -464093 | -376736 | -764814 |
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{ "first_band": { "type": "kcb", "factors": { "length": 242, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 242, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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