Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143697.234 | 911393.0638 | 232304.1701 | 89977070.2892 | 77552353.5701 | 12424716.7191 |
Total P&L (%) | 1143.6972 | 911.3931 | 232.3042 | 89977.0703 | 77552.3536 | 12424.7167 |
Avg Daily Profit (%) | 0.4574 | 0.3645 | 0.0929 | 0.2725 | 0.2665 | 0.1934 |
Buy And Hold Return (%) | 839.4532 | 839.4532 | 839.4532 | 839.4532 | 839.4532 | 839.4532 |
Max Trade Drawdown | -94469 | -86727 | -34073 | -12487643 | -9254249 | -10038373 |
Profit Factor | 4.0419 | 5.0383 | 2.5456 | 3.7577 | 5.157 | 1.8892 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 58.6207 | 67.4419 | 50 | 58.6207 | 67.4419 | 50 |
Ratio Avg Win / Avg Loss | 2.8531 | 2.4323 | 2.5456 | 2.6525 | 2.4896 | 1.8892 |
Largest Winning Trade | 283563 | 283563 | 55076 | 42514185 | 42514185 | 11915045 |
Largest Losing Trade | -50113 | -50113 | -33534 | -4557591 | -3448048 | -4557591 |
Avg Bars in Trades | 78 | 102 | 56 | 78 | 102 | 56 |
Avg Bars in Winners | 96 | 103 | 86 | 96 | 103 | 86 |
Avg Bars in Losers | 54 | 99 | 25 | 54 | 99 | 25 |
Bars Traded | 6867 | 4388 | 2479 | 6867 | 4388 | 2479 |
Profit Streak | 96.2886 | 133.9553 | 96.2886 | 96.2886 | 133.9553 | 96.2886 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33382 | -118968 | -229234 | 642586 | 698293 | 438679 |
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{ "first_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "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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