Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409276.9534 | 428578.1842 | -19301.2308 | -62569.403 | 374575.876 | -437145.279 |
Total P&L (%) | 409.277 | 428.5782 | -19.3012 | -62.5694 | 374.5759 | -437.1453 |
Avg Daily Profit (%) | 0.2172 | 0.2274 | -0.0102 | -0.0521 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232497 | -116349 | -167276 | -1528300 | -776430 | -844234 |
Profit Factor | 1.5263 | 2.0692 | 0.9488 | 0.9708 | 1.3591 | 0.602 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.25 | 50 | 52.5 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4519 | 2.0692 | 0.8584 | 0.9234 | 1.3591 | 0.5447 |
Largest Winning Trade | 290743 | 290743 | 46745 | 620320 | 620320 | 316001 |
Largest Losing Trade | -58370 | -48602 | -58370 | -595585 | -423131 | -595585 |
Avg Bars in Trades | 89 | 115 | 63 | 89 | 115 | 63 |
Avg Bars in Winners | 106 | 137 | 77 | 106 | 137 | 77 |
Avg Bars in Losers | 71 | 93 | 48 | 71 | 93 | 48 |
Bars Traded | 7160 | 4621 | 2539 | 7160 | 4621 | 2539 |
Profit Streak | 0 | 0 | 129.3275 | 0 | 0 | 129.3275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14380 | 425425 | -579858 | -604393 | -82107 | -579858 |
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{ "first_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } } }
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# | 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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