Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605590.0899 | 506528.3569 | 99061.7331 | 670900.1711 | 1249024.8955 | -578124.7244 |
Total P&L (%) | 605.5901 | 506.5284 | 99.0617 | 670.9002 | 1249.0249 | -578.1247 |
Avg Daily Profit (%) | 0.4857 | 0.4063 | 0.0795 | 0.1639 | 0.2089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196196 | -105019 | -110278 | -3326786 | -1722736 | -1732113 |
Profit Factor | 1.5822 | 1.9296 | 1.2 | 1.0524 | 1.2037 | 0.9134 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 48.5294 | 43.3824 | 53.6765 | 48.5294 | 43.3824 | 53.6765 |
Ratio Avg Win / Avg Loss | 1.678 | 2.5183 | 1.0356 | 1.1162 | 1.571 | 0.7883 |
Largest Winning Trade | 252833 | 252833 | 32595 | 1220013 | 1220013 | 431870 |
Largest Losing Trade | -53201 | -30398 | -53201 | -1198498 | -590438 | -1198498 |
Avg Bars in Trades | 54 | 66 | 41 | 54 | 66 | 41 |
Avg Bars in Winners | 67 | 86 | 51 | 67 | 86 | 51 |
Avg Bars in Losers | 41 | 51 | 30 | 41 | 51 | 30 |
Bars Traded | 14759 | 9056 | 5703 | 14759 | 9056 | 5703 |
Profit Streak | 14.9369 | 14.9369 | 29.7702 | 14.9369 | 14.9369 | 29.7702 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551614 | 406249 | -86127 | -153254 | 235449 | -579491 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "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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