Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546071.9345 | 494035.0706 | 52036.8639 | 673432.5032 | 648649.4349 | 24783.0683 |
Total P&L (%) | 546.0719 | 494.0351 | 52.0369 | 673.4325 | 648.6494 | 24.7831 |
Avg Daily Profit (%) | 0.2973 | 0.2689 | 0.0283 | 0.1114 | 0.1096 | 0.0121 |
Buy And Hold Return (%) | 91.6334 | 91.6334 | 91.6334 | 91.6334 | 91.6334 | 91.6334 |
Max Trade Drawdown | -91724 | -69467 | -71271 | -1007619 | -552969 | -866379 |
Profit Factor | 1.5854 | 2.0671 | 1.1108 | 1.0897 | 1.1717 | 1.0066 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Profitability (%) | 46.6403 | 47.2441 | 46.0317 | 46.6403 | 47.2441 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.8139 | 2.3083 | 1.3023 | 1.2467 | 1.3084 | 1.1802 |
Largest Winning Trade | 227702 | 227702 | 46278 | 557817 | 557817 | 368210 |
Largest Losing Trade | -37720 | -27973 | -37720 | -428047 | -318346 | -428047 |
Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
Avg Bars in Winners | 121 | 130 | 113 | 121 | 130 | 113 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 21757 | 11582 | 10175 | 21757 | 11582 | 10175 |
Profit Streak | 0 | 0 | 33.1068 | 0 | 0 | 33.1068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400738 | 352031 | -420722 | -165691 | -79137 | -556956 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } } }
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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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