Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028925.7379 | 1015602.6752 | 13323.0627 | 162428.4822 | 677890.9363 | -515462.4541 |
Total P&L (%) | 1028.9257 | 1015.6027 | 13.3231 | 162.4285 | 677.8909 | -515.4625 |
Avg Daily Profit (%) | 0.5566 | 0.5494 | 0.0072 | 0.0522 | 0.111 | 0 |
Buy And Hold Return (%) | 88.5995 | 88.5995 | 88.5995 | 88.5995 | 88.5995 | 88.5995 |
Max Trade Drawdown | -164244 | -70089 | -107727 | -821872 | -257350 | -682414 |
Profit Factor | 2.9888 | 6.527 | 1.0399 | 1.0929 | 2.4363 | 0.5964 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.1127 | 50 | 54.2857 | 52.1127 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.7465 | 6.527 | 0.8757 | 1.0043 | 2.4363 | 0.5022 |
Largest Winning Trade | 914581 | 914581 | 61680 | 676263 | 676263 | 215819 |
Largest Losing Trade | -76324 | -25051 | -76324 | -334905 | -137758 | -334905 |
Avg Bars in Trades | 73 | 62 | 84 | 73 | 62 | 84 |
Avg Bars in Winners | 111 | 97 | 124 | 111 | 97 | 124 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 5213 | 2247 | 2966 | 5213 | 2247 | 2966 |
Profit Streak | 0 | 0 | 71.7631 | 0 | 0 | 71.7631 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73932 | 703799 | -526134 | -340303 | -39710 | -579674 |
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 199, "offset": 0, "scalar": 3 } }, "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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