Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618895.6334 | 509562.6214 | 109333.012 | 1935162.1534 | 860050.9439 | 1075111.2095 |
Total P&L (%) | 618.8956 | 509.5626 | 109.333 | 1935.1622 | 860.0509 | 1075.1112 |
Avg Daily Profit (%) | 0.2971 | 0.2446 | 0.0525 | 0.1447 | 0.1086 | 0.1183 |
Buy And Hold Return (%) | 72.2952 | 72.2952 | 72.2952 | 72.2952 | 72.2952 | 72.2952 |
Max Trade Drawdown | -72799 | -55840 | -81755 | -1589833 | -915480 | -964705 |
Profit Factor | 1.6531 | 1.9949 | 1.2511 | 1.1879 | 1.1461 | 1.2438 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 160 | 74 | 86 | 160 | 74 | 86 |
Losing Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Profitability (%) | 41.9948 | 38.9474 | 45.0262 | 41.9948 | 38.9474 | 45.0262 |
Ratio Avg Win / Avg Loss | 2.2834 | 3.1272 | 1.5275 | 1.6408 | 1.7965 | 1.5186 |
Largest Winning Trade | 163195 | 163195 | 48368 | 1107320 | 1107320 | 539915 |
Largest Losing Trade | -19245 | -19245 | -17602 | -308664 | -308664 | -269701 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Losers | 38 | 39 | 38 | 38 | 39 | 38 |
Bars Traded | 24707 | 11504 | 13203 | 24707 | 11504 | 13203 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391566 | 300614 | -133566 | -13243 | -110175 | -35241 |
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "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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