Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141330.0871 | 315250.2886 | -173920.2015 | -100710.1823 | 1949425.1557 | -2050135.338 |
Total P&L (%) | 141.3301 | 315.2503 | -173.9202 | -100.7102 | 1949.4252 | -2050.1353 |
Avg Daily Profit (%) | 0.0715 | 0.1594 | -0.088 | 0 | 0.1528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -456033 | -248203 | -251605 | -1879764 | -203612 | -2150934 |
Profit Factor | 1.2174 | 2.0029 | 0.4819 | 0.9607 | 7.0419 | 0.0845 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 23 | 17 | 55 | 32 | 23 |
Losing Trades | 47 | 21 | 26 | 32 | 12 | 20 |
Profitability (%) | 45.977 | 52.2727 | 39.5349 | 63.2184 | 72.7273 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.4305 | 1.8287 | 0.737 | 0.5589 | 2.6407 | 0.0735 |
Largest Winning Trade | 449591 | 449591 | 64337 | 1044342 | 1044342 | 79345 |
Largest Losing Trade | -110936 | -84518 | -110936 | -1168686 | -190280 | -1168686 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 51 | 56 | 45 | 46 | 50 | 41 |
Avg Bars in Losers | 34 | 38 | 31 | 35 | 40 | 32 |
Bars Traded | 3693 | 2101 | 1592 | 3693 | 2101 | 1592 |
Profit Streak | 0 | 0 | 0 | 532.1231 | 533.6231 | 532.1231 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99267 | 411590 | -584796 | -577219 | 724573 | -579691 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 211 } }, "second_band": { "type": "kcb", "factors": { "length": 223, "offset": 105, "scalar": 2 } } }
# | 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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