Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883744.9541 | 837250.948 | 46494.006 | 1687651.9436 | 158092.6295 | 1529559.3141 |
Total P&L (%) | 883.745 | 837.2509 | 46.494 | 1687.6519 | 158.0926 | 1529.5593 |
Avg Daily Profit (%) | 0.3739 | 0.3542 | 0.0197 | 0.1221 | 0.0401 | 0.1181 |
Buy And Hold Return (%) | 443.1612 | 443.1612 | 443.1612 | 443.1612 | 443.1612 | 443.1612 |
Max Trade Drawdown | -111514 | -96838 | -132148 | -1874543 | -1798179 | -860307 |
Profit Factor | 2.5015 | 3.4029 | 1.1936 | 1.3327 | 1.0431 | 2.0917 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 45.1613 | 47.8261 | 42.5532 | 45.1613 | 47.8261 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.0376 | 3.7123 | 1.6114 | 1.6182 | 1.1379 | 2.8237 |
Largest Winning Trade | 351413 | 351413 | 38046 | 851251 | 851251 | 584274 |
Largest Losing Trade | -61564 | -61564 | -30607 | -773076 | -773076 | -515824 |
Avg Bars in Trades | 71 | 103 | 39 | 71 | 103 | 39 |
Avg Bars in Winners | 99 | 133 | 63 | 99 | 133 | 63 |
Avg Bars in Losers | 48 | 76 | 22 | 48 | 76 | 22 |
Bars Traded | 6649 | 4777 | 1872 | 6649 | 4777 | 1872 |
Profit Streak | 166.937 | 166.937 | 328.6037 | 166.937 | 166.937 | 328.6037 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257105 | 303536 | -340261 | -30855 | -478062 | -35067 |
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{ "first_band": { "type": "kcb", "factors": { "length": 215, "offset": 12, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "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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