Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445716.701 | 405441.2751 | 40275.426 | 41418.3409 | 417404.7763 | -375986.4355 |
Total P&L (%) | 445.7167 | 405.4413 | 40.2754 | 41.4183 | 417.4048 | -375.9864 |
Avg Daily Profit (%) | 0.2783 | 0.2531 | 0.0251 | 0.0216 | 0.1027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149713 | -125279 | -131755 | -689909 | -435918 | -614832 |
Profit Factor | 1.4585 | 1.7977 | 1.0868 | 1.0103 | 1.208 | 0.8151 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 43.75 | 43.3333 | 44.1667 | 43.75 | 43.3333 | 44.1667 |
Ratio Avg Win / Avg Loss | 1.8752 | 2.3508 | 1.3739 | 1.2989 | 1.5797 | 1.0304 |
Largest Winning Trade | 249936 | 249936 | 63576 | 464862 | 464862 | 233798 |
Largest Losing Trade | -43007 | -43007 | -37901 | -240200 | -240200 | -223270 |
Avg Bars in Trades | 25 | 19 | 32 | 25 | 19 | 32 |
Avg Bars in Winners | 36 | 23 | 49 | 36 | 23 | 49 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 6206 | 2330 | 3875 | 6206 | 2330 | 3875 |
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 | 344034 | 321650 | -289010 | -376199 | -57831 | -581615 |
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{ "first_band": { "type": "kcb", "factors": { "length": 163, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 13 } } }
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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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