Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348805.7751 | 104787.879 | 244017.8961 | 419640.3937 | -38268.5357 | 457908.9294 |
Total P&L (%) | 348.8058 | 104.7879 | 244.0179 | 419.6404 | -38.2685 | 457.9089 |
Avg Daily Profit (%) | 0.2101 | 0.0631 | 0.147 | 0.0993 | -0.0291 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87056 | -74560 | -48043 | -703268 | -359647 | -343621 |
Profit Factor | 1.6647 | 1.381 | 1.9771 | 1.2556 | 0.9494 | 1.517 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 58.5106 | 53.1915 | 63.8298 | 58.5106 | 53.1915 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.1804 | 1.2153 | 1.1203 | 0.8904 | 0.8354 | 0.8596 |
Largest Winning Trade | 64082 | 53516 | 64082 | 329519 | 84981 | 329519 |
Largest Losing Trade | -39152 | -35181 | -39152 | -222698 | -170186 | -222698 |
Avg Bars in Trades | 67 | 39 | 96 | 67 | 39 | 96 |
Avg Bars in Winners | 66 | 23 | 103 | 66 | 23 | 103 |
Avg Bars in Losers | 69 | 57 | 84 | 69 | 57 | 84 |
Bars Traded | 6380 | 1845 | 4536 | 6380 | 1845 | 4536 |
Profit Streak | 43.3428 | 0 | 74.0928 | 43.3428 | 0 | 74.0928 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419625 | -107565 | 297685 | -60321 | -580283 | -52486 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 2 } } }
# | 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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