Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507106.8471 | 1535590.5684 | -28483.7213 | 116575.1186 | 128640.7174 | -12065.5989 |
Total P&L (%) | 1507.1068 | 1535.5906 | -28.4837 | 116.5751 | 128.6407 | -12.0656 |
Avg Daily Profit (%) | 0.6666 | 0.6792 | -0.0126 | 0.0342 | 0.0366 | -0.0057 |
Buy And Hold Return (%) | 196.8468 | 196.8468 | 196.8468 | 196.8468 | 196.8468 | 196.8468 |
Max Trade Drawdown | -156936 | -109217 | -169572 | -874884 | -574147 | -385596 |
Profit Factor | 2.8056 | 4.7285 | 0.9326 | 1.0414 | 1.0898 | 0.9913 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 42.1429 | 37.1429 | 47.1429 | 42.1429 | 37.1429 | 47.1429 |
Ratio Avg Win / Avg Loss | 3.8517 | 8.0021 | 1.0457 | 1.4298 | 1.8443 | 1.1114 |
Largest Winning Trade | 1184419 | 1184419 | 41553 | 446459 | 446459 | 237653 |
Largest Losing Trade | -54185 | -47889 | -54185 | -206476 | -206476 | -202817 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 151 | 162 | 143 | 151 | 162 | 143 |
Avg Bars in Losers | 53 | 61 | 43 | 53 | 61 | 43 |
Bars Traded | 13247 | 6915 | 6332 | 13247 | 6915 | 6332 |
Profit Streak | 32.1244 | 32.1244 | 34.2911 | 32.1244 | 32.1244 | 34.2911 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564942 | -79188 | -674138 | -489654 | -529347 | -674138 |
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{ "first_band": { "type": "kcb", "factors": { "length": 169, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 169, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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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