Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2243045.0938 | 2201215.5952 | 41829.4986 | 727394.7288 | 2117524.5921 | -1390129.8633 |
Total P&L (%) | 2243.0451 | 2201.2156 | 41.8295 | 727.3947 | 2117.5246 | -1390.1299 |
Avg Daily Profit (%) | 0.9661 | 0.9481 | 0.018 | 0.0911 | 0.1336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167658 | -103981 | -131821 | -7335496 | -4705584 | -4268442 |
Profit Factor | 3.5092 | 5.8191 | 1.0957 | 1.0366 | 1.205 | 0.8544 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 38.0645 | 34.6154 | 41.5584 | 38.0645 | 34.6154 | 41.5584 |
Ratio Avg Win / Avg Loss | 5.7099 | 10.9917 | 1.5408 | 1.6867 | 2.2762 | 1.2015 |
Largest Winning Trade | 1943872 | 1943872 | 80548 | 3271085 | 3271085 | 1335921 |
Largest Losing Trade | -42997 | -40423 | -42997 | -1460846 | -1455351 | -1460846 |
Avg Bars in Trades | 83 | 65 | 101 | 83 | 65 | 101 |
Avg Bars in Winners | 162 | 130 | 189 | 162 | 130 | 189 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 12966 | 5116 | 7850 | 12966 | 5116 | 7850 |
Profit Streak | 0 | 0 | 19.6956 | 0 | 0 | 19.6956 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582568 | -18750 | -329693 | -253970 | -54136 | -623795 |
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{ "first_band": { "type": "kcb", "factors": { "length": 223, "offset": 0, "scalar": 2 } }, "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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