Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580640.1003 | 527015.8668 | 53624.2335 | 189202.3039 | 233590.5541 | -44388.2502 |
Total P&L (%) | 580.6401 | 527.0159 | 53.6242 | 189.2023 | 233.5906 | -44.3883 |
Avg Daily Profit (%) | 0.3095 | 0.2809 | 0.0286 | 0.0566 | 0.0642 | -0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146846 | -109513 | -116730 | -441617 | -323073 | -249720 |
Profit Factor | 1.8447 | 2.4047 | 1.1718 | 1.1287 | 1.2854 | 0.9319 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.0588 | 47.619 | 46.5116 | 47.0588 | 47.619 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.0753 | 2.6451 | 1.3475 | 1.2698 | 1.414 | 1.0717 |
Largest Winning Trade | 300832 | 300832 | 42501 | 246656 | 246656 | 80943 |
Largest Losing Trade | -44142 | -44142 | -37438 | -161140 | -161140 | -154809 |
Avg Bars in Trades | 61 | 80 | 42 | 61 | 80 | 42 |
Avg Bars in Winners | 71 | 90 | 51 | 71 | 90 | 51 |
Avg Bars in Losers | 52 | 71 | 34 | 52 | 71 | 34 |
Bars Traded | 5231 | 3392 | 1839 | 5231 | 3392 | 1839 |
Profit Streak | 130.3886 | 173.0552 | 130.3886 | 130.3886 | 173.0552 | 130.3886 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450615 | 468367 | -188109 | -196230 | -107459 | -579849 |
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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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