Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145590.0596 | 292767.0685 | -147177.0088 | -95659.0183 | 17502.6787 | -113161.6969 |
Total P&L (%) | 145.5901 | 292.7671 | -147.177 | -95.659 | 17.5027 | -113.1617 |
Avg Daily Profit (%) | 0.0773 | 0.1554 | -0.0781 | -0.1663 | 0.0086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249606 | -165500 | -115813 | -102615 | -50302 | -54524 |
Profit Factor | 1.2132 | 1.8357 | 0.5573 | 0.5112 | 1.2401 | 0.0785 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 52.381 | 54.8387 | 50 | 52.381 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 1.1029 | 1.5118 | 0.5573 | 0.4648 | 1.0212 | 0.0785 |
Largest Winning Trade | 280318 | 280318 | 46033 | 54314 | 54314 | 3351 |
Largest Losing Trade | -62018 | -62018 | -60904 | -60904 | -45847 | -60904 |
Avg Bars in Trades | 83 | 107 | 60 | 83 | 107 | 60 |
Avg Bars in Winners | 83 | 101 | 64 | 83 | 101 | 64 |
Avg Bars in Losers | 84 | 116 | 56 | 84 | 116 | 56 |
Bars Traded | 5273 | 3341 | 1932 | 5273 | 3341 | 1932 |
Profit Streak | 120.6283 | 187.9616 | 120.6283 | 120.6283 | 187.9616 | 120.6283 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239966 | 428327 | -580245 | -730510 | -189053 | -579967 |
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 193, "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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