Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1794687.7148 | 1760649.4128 | 34038.302 | 489311.9015 | 781386.2389 | -292074.3375 |
Total P&L (%) | 1794.6877 | 1760.6494 | 34.0383 | 489.3119 | 781.3862 | -292.0743 |
Avg Daily Profit (%) | 0.9685 | 0.9502 | 0.0184 | 0.0958 | 0.1175 | 0 |
Buy And Hold Return (%) | 110.7926 | 110.7926 | 110.7926 | 110.7926 | 110.7926 | 110.7926 |
Max Trade Drawdown | -97497 | -84499 | -90303 | -903808 | -660650 | -717816 |
Profit Factor | 4.4245 | 7.7674 | 1.129 | 1.1381 | 1.4318 | 0.8315 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 41.3333 | 36.8421 | 45.9459 | 41.3333 | 36.8421 | 45.9459 |
Ratio Avg Win / Avg Loss | 6.2799 | 13.3156 | 1.3282 | 1.6154 | 2.4546 | 0.9782 |
Largest Winning Trade | 1654099 | 1654099 | 68989 | 983239 | 983239 | 332731 |
Largest Losing Trade | -70112 | -29061 | -70112 | -579442 | -311679 | -579442 |
Avg Bars in Trades | 71 | 69 | 74 | 71 | 69 | 74 |
Avg Bars in Winners | 133 | 147 | 122 | 133 | 147 | 122 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 5386 | 2646 | 2740 | 5386 | 2646 | 2740 |
Profit Streak | 0 | 0 | 76.2224 | 0 | 0 | 76.2224 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43962 | 601943 | -413756 | -199085 | -38802 | -581791 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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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