Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358915.9947 | 1436893.1767 | -77977.182 | 25701.4639 | 31265.985 | -5564.5211 |
Total P&L (%) | 1358.916 | 1436.8932 | -77.9772 | 25.7015 | 31.266 | -5.5645 |
Avg Daily Profit (%) | 0.6025 | 0.6371 | -0.0346 | 0.0101 | 0.0121 | -0.0025 |
Buy And Hold Return (%) | 372.035 | 372.035 | 372.035 | 372.035 | 372.035 | 372.035 |
Max Trade Drawdown | -163182 | -60191 | -209833 | -126225 | -80090 | -89731 |
Profit Factor | 2.8896 | 5.4858 | 0.8045 | 1.0434 | 1.1014 | 0.9804 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 46.4646 | 40 | 53.0612 | 46.4646 | 40 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.3293 | 8.2287 | 0.7117 | 1.2022 | 1.6521 | 0.8673 |
Largest Winning Trade | 1207015 | 1207015 | 55102 | 87930 | 87930 | 43604 |
Largest Losing Trade | -76068 | -54592 | -76068 | -72886 | -72886 | -46115 |
Avg Bars in Trades | 41 | 31 | 51 | 41 | 31 | 51 |
Avg Bars in Winners | 58 | 52 | 63 | 58 | 52 | 63 |
Avg Bars in Losers | 26 | 18 | 36 | 26 | 18 | 36 |
Bars Traded | 4095 | 1590 | 2505 | 4095 | 1590 | 2505 |
Profit Streak | 0 | 0 | 42.0467 | 0 | 0 | 42.0467 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480695 | -166364 | -579297 | -518963 | -634303 | -579297 |
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{ "first_band": { "type": "kcb", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "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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