Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427309.3947 | 1410720.8191 | 16588.5755 | 193244.0307 | 598400.1503 | -405156.1196 |
Total P&L (%) | 1427.3094 | 1410.7208 | 16.5886 | 193.244 | 598.4002 | -405.1561 |
Avg Daily Profit (%) | 0.7757 | 0.7667 | 0.009 | 0.0585 | 0.1057 | 0 |
Buy And Hold Return (%) | 761.9015 | 761.9015 | 761.9015 | 761.9015 | 761.9015 | 761.9015 |
Max Trade Drawdown | -143837 | -148300 | -109864 | -1706416 | -627177 | -1501946 |
Profit Factor | 3.2206 | 5.1227 | 1.0552 | 1.0503 | 1.341 | 0.8055 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 53.5714 | 47.619 | 59.5238 | 53.5714 | 47.619 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.7912 | 5.635 | 0.7175 | 0.9103 | 1.4751 | 0.5478 |
Largest Winning Trade | 1081161 | 1081161 | 52313 | 1081161 | 1081161 | 617901 |
Largest Losing Trade | -92588 | -46124 | -92588 | -1443587 | -448075 | -1443587 |
Avg Bars in Trades | 40 | 54 | 27 | 40 | 54 | 27 |
Avg Bars in Winners | 39 | 55 | 26 | 39 | 55 | 26 |
Avg Bars in Losers | 42 | 52 | 28 | 42 | 52 | 28 |
Bars Traded | 3416 | 2275 | 1141 | 3416 | 2275 | 1141 |
Profit Streak | 57.117 | 72.617 | 57.117 | 57.117 | 72.617 | 57.117 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469752 | 452276 | -505929 | -445746 | -217241 | -578661 |
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{ "first_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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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