Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147282.1031 | 92191.8169 | 55090.2862 | 64068.9331 | -63893.3639 | 127962.2969 |
Total P&L (%) | 147.2821 | 92.1918 | 55.0903 | 64.0689 | -63.8934 | 127.9623 |
Avg Daily Profit (%) | 0.2828 | 0.177 | 0.1058 | 0.0951 | -0.1954 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118542 | -113370 | -53752 | -503825 | -508097 | -155281 |
Profit Factor | 1.2301 | 1.2534 | 1.1994 | 1.0365 | 0.9399 | 1.1848 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 153 | 72 | 81 | 153 | 72 | 81 |
Losing Trades | 163 | 86 | 77 | 163 | 86 | 77 |
Profitability (%) | 48.4177 | 45.5696 | 51.2658 | 48.4177 | 45.5696 | 51.2658 |
Ratio Avg Win / Avg Loss | 1.3105 | 1.4971 | 1.1401 | 1.1043 | 1.1226 | 1.1263 |
Largest Winning Trade | 110843 | 110843 | 15456 | 227242 | 227242 | 51673 |
Largest Losing Trade | -22212 | -22212 | -18511 | -113125 | -113125 | -64080 |
Avg Bars in Trades | 77 | 78 | 77 | 77 | 78 | 77 |
Avg Bars in Winners | 83 | 90 | 77 | 83 | 90 | 77 |
Avg Bars in Losers | 72 | 67 | 77 | 72 | 67 | 77 |
Bars Traded | 24636 | 12367 | 12268 | 24636 | 12367 | 12268 |
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 | 304325 | 187350 | -54128 | -246294 | -581130 | -10104 |
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{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 144, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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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