Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133124.3628 | 427322.417 | -294198.0542 | -101422.2387 | -178602.2237 | 77179.985 |
Total P&L (%) | 133.1244 | 427.3224 | -294.1981 | -101.4222 | -178.6022 | 77.18 |
Avg Daily Profit (%) | 0.0673 | 0.2161 | -0.1488 | 0 | 0 | 0.0289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300165 | -193272 | -331726 | -244906 | -195070 | -63293 |
Profit Factor | 1.161 | 2.085 | 0.3206 | 0.6908 | 0.2875 | 1.9976 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 14 | 11 | 39 | 17 | 22 |
Losing Trades | 39 | 18 | 21 | 25 | 15 | 10 |
Profitability (%) | 39.0625 | 43.75 | 34.375 | 60.9375 | 53.125 | 68.75 |
Ratio Avg Win / Avg Loss | 1.8112 | 2.6807 | 0.6121 | 0.4428 | 0.2537 | 0.908 |
Largest Winning Trade | 545925 | 545925 | 35206 | 106985 | 42483 | 106985 |
Largest Losing Trade | -172574 | -87997 | -172574 | -78038 | -78038 | -40422 |
Avg Bars in Trades | 81 | 129 | 33 | 81 | 129 | 33 |
Avg Bars in Winners | 103 | 150 | 44 | 46 | 80 | 20 |
Avg Bars in Losers | 67 | 114 | 27 | 135 | 185 | 61 |
Bars Traded | 5215 | 4155 | 1060 | 5215 | 4155 | 1060 |
Profit Streak | 633.2033 | 0 | 633.5366 | 0 | 664.2033 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292793 | 333372 | -586303 | -722859 | -579073 | -150807 |
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 186, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 236, "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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