Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413043.3553 | 1310501.9207 | 102541.4345 | 8623846.9049 | 5868733.3043 | 2755113.6006 |
Total P&L (%) | 1413.0434 | 1310.5019 | 102.5414 | 8623.8469 | 5868.7333 | 2755.1136 |
Avg Daily Profit (%) | 0.7798 | 0.7232 | 0.0566 | 0.2469 | 0.2259 | 0.1851 |
Buy And Hold Return (%) | 488.5181 | 488.5181 | 488.5181 | 488.5181 | 488.5181 | 488.5181 |
Max Trade Drawdown | -135550 | -89262 | -78812 | -6986682 | -4139254 | -5063263 |
Profit Factor | 2.9575 | 4.5166 | 1.2936 | 1.3003 | 1.3861 | 1.2039 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Profitability (%) | 31.3492 | 30.1587 | 32.5397 | 31.3492 | 30.1587 | 32.5397 |
Ratio Avg Win / Avg Loss | 6.4765 | 10.4594 | 2.6819 | 2.8476 | 3.21 | 2.4958 |
Largest Winning Trade | 761946 | 761946 | 76086 | 5590924 | 5590924 | 4793189 |
Largest Losing Trade | -27734 | -27734 | -13874 | -1235930 | -1160695 | -1235930 |
Avg Bars in Trades | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Winners | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5341 | 2356 | 2985 | 5341 | 2356 | 2985 |
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 | 352006 | 320364 | -288706 | 143241 | 83612 | 31653 |
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{ "first_band": { "type": "kcb", "factors": { "length": 69, "offset": 248, "scalar": 2 } }, "second_band": { "type": "hl2", "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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