Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378247.3253 | 1332771.3135 | 45476.0119 | 1975728.6067 | -961916.6269 | 2937645.2336 |
Total P&L (%) | 1378.2473 | 1332.7713 | 45.476 | 1975.7286 | -961.9166 | 2937.6452 |
Avg Daily Profit (%) | 0.7322 | 0.708 | 0.0242 | 0.1613 | 0 | 0.1815 |
Buy And Hold Return (%) | 484.4428 | 484.4428 | 484.4428 | 484.4428 | 484.4428 | 484.4428 |
Max Trade Drawdown | -149062 | -84154 | -79350 | -8806199 | -4672523 | -5101013 |
Profit Factor | 3.6782 | 5.9683 | 1.1846 | 1.0804 | 0.9286 | 1.2648 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 4.3062 | 8.1671 | 1.1846 | 1.2649 | 1.2708 | 1.2648 |
Largest Winning Trade | 828216 | 828216 | 52952 | 4872133 | 4872133 | 3510076 |
Largest Losing Trade | -33187 | -33187 | -30723 | -3130280 | -1954261 | -3130280 |
Avg Bars in Trades | 60 | 43 | 77 | 60 | 43 | 77 |
Avg Bars in Winners | 88 | 73 | 100 | 88 | 73 | 100 |
Avg Bars in Losers | 36 | 21 | 53 | 36 | 21 | 53 |
Bars Traded | 5368 | 1974 | 3393 | 5368 | 1974 | 3393 |
Profit Streak | 0 | 0 | 28.2313 | 0 | 0 | 28.2313 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535372 | 525384 | -343250 | -127822 | -582070 | 278052 |
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{ "first_band": { "type": "kcb", "factors": { "length": 152, "offset": 0, "scalar": 1 } }, "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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