Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513710.1161 | 565020.0256 | -51309.9095 | -102535.8332 | -19521.0874 | -83014.7458 |
Total P&L (%) | 513.7101 | 565.02 | -51.3099 | -102.5358 | -19.5211 | -83.0147 |
Avg Daily Profit (%) | 0.217 | 0.2387 | -0.0217 | 0 | -0.0092 | -0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165686 | -173577 | -235247 | -166850 | -50853 | -120206 |
Profit Factor | 1.5991 | 2.1524 | 0.8603 | 0.5515 | 0.7967 | 0.374 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 49.4253 | 51.1628 | 47.7273 | 49.4253 | 51.1628 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.6363 | 2.0546 | 0.9422 | 0.5644 | 0.7605 | 0.4096 |
Largest Winning Trade | 347360 | 347360 | 32251 | 34179 | 34179 | 21340 |
Largest Losing Trade | -103482 | -53343 | -103482 | -82557 | -50086 | -82557 |
Avg Bars in Trades | 50 | 77 | 25 | 50 | 77 | 25 |
Avg Bars in Winners | 47 | 58 | 36 | 51 | 88 | 11 |
Avg Bars in Losers | 53 | 96 | 14 | 50 | 64 | 37 |
Bars Traded | 4418 | 3314 | 1104 | 4418 | 3314 | 1104 |
Profit Streak | 0 | 0 | 0 | 15.1915 | 57.6915 | 15.1915 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403716 | 455906 | -581325 | -579697 | -579596 | -580740 |
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{ "first_band": { "type": "kcb", "factors": { "length": 106, "offset": 198, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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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