Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293165.0262 | 276284.1186 | 16880.9076 | 13282.142 | 584041.7858 | -570759.6439 |
Total P&L (%) | 293.165 | 276.2841 | 16.8809 | 13.2821 | 584.0418 | -570.7596 |
Avg Daily Profit (%) | 0.2077 | 0.1958 | 0.012 | 0.0088 | 0.1363 | 0 |
Buy And Hold Return (%) | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 |
Max Trade Drawdown | -187520 | -82473 | -145108 | -1096515 | -521264 | -1012537 |
Profit Factor | 1.1167 | 1.2338 | 1.0127 | 1.0012 | 1.1078 | 0.9062 |
Total Trades | 1188 | 594 | 594 | 1188 | 594 | 594 |
Winning Trades | 787 | 381 | 406 | 787 | 381 | 406 |
Losing Trades | 401 | 213 | 188 | 401 | 213 | 188 |
Profitability (%) | 66.2458 | 64.1414 | 68.3502 | 66.2458 | 64.1414 | 68.3502 |
Ratio Avg Win / Avg Loss | 0.569 | 0.6898 | 0.4689 | 0.5101 | 0.6193 | 0.4196 |
Largest Winning Trade | 22086 | 22086 | 17619 | 91655 | 91655 | 79866 |
Largest Losing Trade | -38696 | -33749 | -38696 | -246168 | -189594 | -246168 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 25 | 21 | 31 | 25 | 21 | 31 |
Bars Traded | 16883 | 7461 | 9422 | 16883 | 7461 | 9422 |
Profit Streak | 0 | 0 | 456.0407 | 0 | 0 | 456.0407 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77576 | 369235 | -417356 | -525287 | -109521 | -574572 |
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{ "first_band": { "type": "kcb", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "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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