Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999213.0761 | 846432.045 | 152781.0311 | 3294382.3254 | 2374882.8948 | 919499.4305 |
Total P&L (%) | 999.2131 | 846.432 | 152.781 | 3294.3823 | 2374.8829 | 919.4994 |
Avg Daily Profit (%) | 0.3997 | 0.3386 | 0.0611 | 0.1411 | 0.1284 | 0.0929 |
Buy And Hold Return (%) | 246.3143 | 246.3143 | 246.3143 | 246.3143 | 246.3143 | 246.3143 |
Max Trade Drawdown | -102061 | -98072 | -105173 | -396073 | -569185 | -417889 |
Profit Factor | 2.7253 | 3.9205 | 1.528 | 2.9109 | 3.3213 | 2.3119 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 59.0361 | 56.0976 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.891 | 3.0682 | 0.9403 | 2.0198 | 2.5993 | 1.4227 |
Largest Winning Trade | 438459 | 438459 | 34280 | 1384756 | 1384756 | 659115 |
Largest Losing Trade | -84076 | -43000 | -84076 | -388054 | -313583 | -388054 |
Avg Bars in Trades | 114 | 153 | 75 | 114 | 153 | 75 |
Avg Bars in Winners | 114 | 130 | 100 | 114 | 130 | 100 |
Avg Bars in Losers | 113 | 184 | 34 | 113 | 184 | 34 |
Bars Traded | 9464 | 6311 | 3153 | 9464 | 6311 | 3153 |
Profit Streak | 146.1737 | 146.1737 | 251.6737 | 146.1737 | 146.1737 | 251.6737 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514650 | 536453 | -274342 | 101795 | -13379 | -64715 |
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{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 115, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "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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