Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232349.5245 | 1157349.7298 | 74999.7947 | -68829.8189 | -32710.8815 | -36118.9374 |
Total P&L (%) | 1232.3495 | 1157.3497 | 74.9998 | -68.8298 | -32.7109 | -36.1189 |
Avg Daily Profit (%) | 0.5235 | 0.4917 | 0.0319 | -0.0495 | -0.0168 | -0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238281 | -65744 | -222838 | -191359 | -41078 | -161394 |
Profit Factor | 2.7548 | 4.511 | 1.2013 | 0.7846 | 0.7002 | 0.8284 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 46.1538 | 40.678 | 51.7241 | 46.1538 | 40.678 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.214 | 6.5786 | 1.1212 | 0.9154 | 1.0212 | 0.7732 |
Largest Winning Trade | 1175451 | 1175451 | 64855 | 48073 | 13097 | 48073 |
Largest Losing Trade | -97232 | -30015 | -97232 | -157578 | -30061 | -157578 |
Avg Bars in Trades | 58 | 39 | 77 | 58 | 39 | 77 |
Avg Bars in Winners | 92 | 69 | 110 | 92 | 69 | 110 |
Avg Bars in Losers | 30 | 19 | 43 | 30 | 19 | 43 |
Bars Traded | 6876 | 2359 | 4517 | 6876 | 2359 | 4517 |
Profit Streak | 0 | 0 | 11.8355 | 0 | 0 | 11.8355 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535487 | -162616 | -330050 | -581963 | -759694 | -759983 |
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{ "first_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 1 } }, "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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