Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389418.144 | 1341215.4843 | 48202.6598 | 211337.3073 | 698636.1701 | -487298.8629 |
Total P&L (%) | 1389.4181 | 1341.2155 | 48.2027 | 211.3373 | 698.6362 | -487.2989 |
Avg Daily Profit (%) | 0.7523 | 0.7262 | 0.0261 | 0.0615 | 0.1126 | 0 |
Buy And Hold Return (%) | 110.314 | 110.314 | 110.314 | 110.314 | 110.314 | 110.314 |
Max Trade Drawdown | -117186 | -54715 | -94006 | -1133223 | -274946 | -1068171 |
Profit Factor | 3.376 | 7.8123 | 1.1243 | 1.0761 | 1.8838 | 0.7545 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 54.1176 | 46.5116 | 61.9048 | 54.1176 | 46.5116 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.8623 | 8.9841 | 0.6919 | 0.9124 | 2.1663 | 0.4643 |
Largest Winning Trade | 1122729 | 1122729 | 72254 | 372662 | 372662 | 239856 |
Largest Losing Trade | -90884 | -24952 | -90884 | -1068171 | -133419 | -1068171 |
Avg Bars in Trades | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 24 | 17 | 34 | 24 | 17 | 34 |
Bars Traded | 3599 | 1534 | 2065 | 3599 | 1534 | 2065 |
Profit Streak | 0 | 0 | 70.4749 | 0 | 0 | 70.4749 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 719083 | 711267 | -406727 | -255922 | -40489 | -578223 |
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{ "first_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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