Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952010.34 | 805709.0962 | 146301.2438 | 9559591.4279 | 13982469.0357 | -4422877.6078 |
Total P&L (%) | 952.0103 | 805.7091 | 146.3012 | 9559.5914 | 13982.469 | -4422.8776 |
Avg Daily Profit (%) | 0.3807 | 0.3222 | 0.0585 | 0.183 | 0.1981 | 0 |
Buy And Hold Return (%) | 785.2033 | 785.2033 | 785.2033 | 785.2033 | 785.2033 | 785.2033 |
Max Trade Drawdown | -77556 | -57555 | -77556 | -7273388 | -1186284 | -6953924 |
Profit Factor | 3.7596 | 6.0548 | 1.7883 | 1.8109 | 6.6489 | 0.5251 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 65 | 70 | 60 | 65 | 70 | 60 |
Ratio Avg Win / Avg Loss | 2.0244 | 2.5949 | 1.1922 | 0.9751 | 2.8495 | 0.3501 |
Largest Winning Trade | 369132 | 369132 | 53373 | 10402965 | 10402965 | 1778362 |
Largest Losing Trade | -77556 | -42316 | -77556 | -4533745 | -1186284 | -4533745 |
Avg Bars in Trades | 74 | 97 | 51 | 74 | 97 | 51 |
Avg Bars in Winners | 102 | 124 | 76 | 102 | 124 | 76 |
Avg Bars in Losers | 23 | 35 | 15 | 23 | 35 | 15 |
Bars Traded | 4487 | 2930 | 1557 | 4487 | 2930 | 1557 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -254773 | -137497 | -277042 | -163005 | 687402 | -579529 |
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{ "first_band": { "type": "kcb", "factors": { "length": 67, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 208, "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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