Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215930.9289 | 126066.9567 | 89863.9722 | 36633.0847 | -27800.0379 | 64433.1226 |
Total P&L (%) | 215.9309 | 126.067 | 89.864 | 36.6331 | -27.8 | 64.4331 |
Avg Daily Profit (%) | 0.2093 | 0.1222 | 0.0871 | 0.0303 | -0.0316 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115248 | -100634 | -56474 | -235886 | -209738 | -68854 |
Profit Factor | 1.3534 | 1.3431 | 1.369 | 1.047 | 0.9438 | 1.2256 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 50.4673 | 45.283 | 55.5556 | 50.4673 | 45.283 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3284 | 1.6229 | 1.0952 | 1.0276 | 1.1404 | 0.9805 |
Largest Winning Trade | 80220 | 80220 | 26338 | 52607 | 52607 | 49137 |
Largest Losing Trade | -50212 | -50212 | -38828 | -80803 | -80803 | -38165 |
Avg Bars in Trades | 109 | 148 | 71 | 109 | 148 | 71 |
Avg Bars in Winners | 121 | 160 | 89 | 121 | 160 | 89 |
Avg Bars in Losers | 98 | 138 | 49 | 98 | 138 | 49 |
Bars Traded | 11736 | 7871 | 3865 | 11736 | 7871 | 3865 |
Profit Streak | 17.1223 | 0 | 224.8723 | 17.1223 | 0 | 224.8723 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324923 | -210348 | -254118 | -322957 | -761001 | -308869 |
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{ "first_band": { "type": "kcb", "factors": { "length": 122, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 225, "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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