Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1520209.4469 | 1441733.8902 | 78475.5567 | 3898747.3869 | 1342976.5772 | 2555770.8097 |
Total P&L (%) | 1520.2094 | 1441.7339 | 78.4756 | 3898.7474 | 1342.9766 | 2555.7708 |
Avg Daily Profit (%) | 0.812 | 0.7701 | 0.0419 | 0.1972 | 0.1427 | 0.1753 |
Buy And Hold Return (%) | 496.0383 | 496.0383 | 496.0383 | 496.0383 | 496.0383 | 496.0383 |
Max Trade Drawdown | -84183 | -79560 | -85368 | -6880906 | -4457988 | -5108847 |
Profit Factor | 3.4354 | 5.5715 | 1.2541 | 1.1173 | 1.0783 | 1.1589 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 44 | 33.3333 | 54.8387 | 44 | 33.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.3723 | 11.143 | 1.0328 | 1.422 | 2.1566 | 0.9544 |
Largest Winning Trade | 830897 | 830897 | 63254 | 5091462 | 5091462 | 3242724 |
Largest Losing Trade | -36882 | -23798 | -36882 | -2905310 | -1300684 | -2905310 |
Avg Bars in Trades | 57 | 43 | 73 | 57 | 43 | 73 |
Avg Bars in Winners | 92 | 82 | 98 | 92 | 82 | 98 |
Avg Bars in Losers | 30 | 23 | 41 | 30 | 23 | 41 |
Bars Traded | 7247 | 2720 | 4527 | 7247 | 2720 | 4527 |
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 | 528882 | -135509 | -456447 | -85484 | -292250 | -194387 |
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{ "first_band": { "type": "kcb", "factors": { "length": 133, "offset": 0, "scalar": 5 } }, "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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