Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1957587.943 | 2024431.6959 | -66843.7529 | -24137.1261 | 177843.3091 | -201980.4352 |
Total P&L (%) | 1957.5879 | 2024.4317 | -66.8438 | -24.1371 | 177.8433 | -201.9804 |
Avg Daily Profit (%) | 0.867 | 0.8966 | -0.0296 | -0.0122 | 0.0453 | 0 |
Buy And Hold Return (%) | 484.9618 | 484.9618 | 484.9618 | 484.9618 | 484.9618 | 484.9618 |
Max Trade Drawdown | -285120 | -173292 | -161173 | -3452077 | -2474362 | -1238258 |
Profit Factor | 4.1434 | 7.2167 | 0.775 | 0.9952 | 1.0572 | 0.8944 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.8833 | 9.4372 | 0.8267 | 1.1729 | 1.3824 | 0.954 |
Largest Winning Trade | 1883990 | 1883990 | 33197 | 1669729 | 1669729 | 583731 |
Largest Losing Trade | -88225 | -61877 | -88225 | -1211359 | -1211359 | -863259 |
Avg Bars in Trades | 103 | 161 | 47 | 103 | 161 | 47 |
Avg Bars in Winners | 122 | 172 | 79 | 122 | 172 | 79 |
Avg Bars in Losers | 87 | 154 | 17 | 87 | 154 | 17 |
Bars Traded | 6323 | 4856 | 1467 | 6323 | 4856 | 1467 |
Profit Streak | 96.5179 | 96.8513 | 96.5179 | 96.5179 | 96.8513 | 96.5179 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148433 | 634694 | -580885 | -745746 | -457959 | -580885 |
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{ "first_band": { "type": "kcb", "factors": { "length": 198, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 198, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 249, "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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