Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -237553.3267 | 91455.5454 | -329008.8721 | 1382019.7621 | -264200.8415 | 1646220.6036 |
Total P&L (%) | -237.5533 | 91.4555 | -329.0089 | 1382.0198 | -264.2008 | 1646.2206 |
Avg Daily Profit (%) | -0.1309 | 0.0504 | -0.1813 | 0.1487 | 0 | 0.1577 |
Buy And Hold Return (%) | 469.3699 | 469.3699 | 469.3699 | 469.3699 | 469.3699 | 469.3699 |
Max Trade Drawdown | -514598 | -49589 | -505516 | -1185440 | -708235 | -1074840 |
Profit Factor | 0.678 | 1.5305 | 0.4181 | 1.4988 | 0.8104 | 2.1955 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 59.0909 | 54.5455 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.4694 | 1.2754 | 0.2389 | 1.0376 | 0.6754 | 1.2546 |
Largest Winning Trade | 47998 | 46966 | 47998 | 1763036 | 197757 | 1763036 |
Largest Losing Trade | -311313 | -39651 | -311313 | -930160 | -634985 | -930160 |
Avg Bars in Trades | 96 | 75 | 116 | 96 | 75 | 116 |
Avg Bars in Winners | 70 | 54 | 84 | 83 | 48 | 112 |
Avg Bars in Losers | 133 | 100 | 173 | 114 | 107 | 124 |
Bars Traded | 6342 | 2483 | 3859 | 6342 | 2483 | 3859 |
Profit Streak | 87.8908 | 151.6408 | 87.8908 | 87.8908 | 151.6408 | 87.8908 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706606 | -287940 | -577672 | -121825 | -578831 | 402771 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 215, "offset": 0, "scalar": 3 } } }
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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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