Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232775.5785 | 159202.1224 | 73573.4561 | 327638.4762 | 175291.2647 | 152347.2115 |
Total P&L (%) | 232.7756 | 159.2021 | 73.5735 | 327.6385 | 175.2913 | 152.3472 |
Avg Daily Profit (%) | 0.5829 | 0.3987 | 0.1843 | 0.3646 | 0.2539 | 0.2321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54789 | -48943 | -24417 | -256395 | -222400 | -108516 |
Profit Factor | 2.5803 | 2.9051 | 2.1544 | 1.6176 | 1.5984 | 1.6412 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.9863 | 37.8378 | 36.1111 | 36.9863 | 37.8378 | 36.1111 |
Ratio Avg Win / Avg Loss | 4.3961 | 4.7726 | 3.8117 | 2.7559 | 2.6259 | 2.9037 |
Largest Winning Trade | 167855 | 167855 | 27898 | 257251 | 257251 | 91720 |
Largest Losing Trade | -17461 | -17461 | -7334 | -70438 | -70438 | -39245 |
Avg Bars in Trades | 247 | 243 | 251 | 247 | 243 | 251 |
Avg Bars in Winners | 475 | 484 | 465 | 475 | 484 | 465 |
Avg Bars in Losers | 113 | 96 | 130 | 113 | 96 | 130 |
Bars Traded | 18061 | 9007 | 9054 | 18061 | 9007 | 9054 |
Profit Streak | 153.7245 | 192.5787 | 0 | 153.7245 | 192.5787 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65903 | 379677 | 188164 | -69627 | 244109 | 167228 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 156 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 156 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "offset": 0, "scalar": 1 } } }
# | 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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