Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364992.6167 | 352056.2866 | 12936.3301 | -54271.64 | 289601.9198 | -343873.5598 |
Total P&L (%) | 364.9926 | 352.0563 | 12.9363 | -54.2716 | 289.6019 | -343.8736 |
Avg Daily Profit (%) | 0.2278 | 0.2197 | 0.0081 | -0.0488 | 0.0849 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216909 | -173243 | -104041 | -544288 | -354015 | -369507 |
Profit Factor | 1.4946 | 1.9294 | 1.036 | 0.9561 | 1.5508 | 0.5154 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 46.0317 | 42.8571 | 49.2063 | 46.0317 | 42.8571 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.7523 | 2.5726 | 1.0694 | 1.1209 | 2.0677 | 0.532 |
Largest Winning Trade | 251545 | 251545 | 63308 | 368998 | 368998 | 61028 |
Largest Losing Trade | -75211 | -33494 | -75211 | -173973 | -89560 | -173973 |
Avg Bars in Trades | 49 | 35 | 63 | 49 | 35 | 63 |
Avg Bars in Winners | 69 | 55 | 80 | 69 | 55 | 80 |
Avg Bars in Losers | 32 | 20 | 46 | 32 | 20 | 46 |
Bars Traded | 6249 | 2247 | 4002 | 6249 | 2247 | 4002 |
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 | 325213 | -138282 | -584364 | -580320 | -226595 | -727766 |
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{ "first_band": { "type": "kcb", "factors": { "length": 108, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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