Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334970.981 | 1246663.4236 | 88307.5574 | 4022934.8454 | -295360.4124 | 4318295.2577 |
Total P&L (%) | 1334.971 | 1246.6634 | 88.3076 | 4022.9348 | -295.3604 | 4318.2953 |
Avg Daily Profit (%) | 0.7084 | 0.6615 | 0.0469 | 0.1975 | 0 | 0.2012 |
Buy And Hold Return (%) | 263.5062 | 263.5062 | 263.5062 | 263.5062 | 263.5062 | 263.5062 |
Max Trade Drawdown | -152080 | -111849 | -108972 | -7228145 | -6046472 | -2827301 |
Profit Factor | 2.7219 | 3.6765 | 1.2853 | 1.1557 | 0.9821 | 1.4615 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 44.5652 | 35.8696 | 53.2609 | 44.5652 | 35.8696 | 53.2609 |
Ratio Avg Win / Avg Loss | 3.3858 | 6.5731 | 1.1279 | 1.4376 | 1.7558 | 1.2825 |
Largest Winning Trade | 583508 | 583508 | 55535 | 3835341 | 3835341 | 2281150 |
Largest Losing Trade | -30526 | -23813 | -30526 | -1654060 | -1654060 | -955091 |
Avg Bars in Trades | 119 | 107 | 132 | 119 | 107 | 132 |
Avg Bars in Winners | 174 | 174 | 174 | 174 | 174 | 174 |
Avg Bars in Losers | 75 | 70 | 83 | 75 | 70 | 83 |
Bars Traded | 22066 | 9902 | 12163 | 22066 | 9902 | 12163 |
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 | 544932 | 411501 | -295998 | -42338 | -583803 | 332395 |
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{ "first_band": { "type": "kcb", "factors": { "length": 238, "offset": 121, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 238, "offset": 121, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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