Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534591.6383 | 554598.7482 | -20007.1099 | -28117.0505 | 370078.8867 | -398195.9373 |
Total P&L (%) | 534.5916 | 554.5987 | -20.0071 | -28.1171 | 370.0789 | -398.1959 |
Avg Daily Profit (%) | 0.2842 | 0.2948 | -0.0106 | -0.0175 | 0.0823 | 0 |
Buy And Hold Return (%) | 57.5922 | 57.5922 | 57.5922 | 57.5922 | 57.5922 | 57.5922 |
Max Trade Drawdown | -302664 | -194596 | -119554 | -1090518 | -621003 | -602052 |
Profit Factor | 1.7273 | 2.3429 | 0.9379 | 0.9863 | 1.3322 | 0.5773 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 44.7368 | 53.8462 | 49.3506 | 44.7368 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7727 | 2.8942 | 0.8039 | 1.0123 | 1.6457 | 0.4948 |
Largest Winning Trade | 323114 | 323114 | 28237 | 573535 | 573535 | 148395 |
Largest Losing Trade | -56363 | -56363 | -42692 | -402574 | -402574 | -263127 |
Avg Bars in Trades | 68 | 87 | 49 | 68 | 87 | 49 |
Avg Bars in Winners | 67 | 77 | 58 | 67 | 77 | 58 |
Avg Bars in Losers | 69 | 96 | 37 | 69 | 96 | 37 |
Bars Traded | 5256 | 3337 | 1919 | 5256 | 3337 | 1919 |
Profit Streak | 117.1592 | 184.1592 | 117.1592 | 117.1592 | 184.1592 | 117.1592 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33541 | 427054 | -579694 | -624683 | -83508 | -579694 |
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "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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