Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463763.0342 | 378229.3692 | 85533.665 | 32185.3434 | 36603.3722 | -4418.0288 |
Total P&L (%) | 463.763 | 378.2294 | 85.5337 | 32.1853 | 36.6034 | -4.418 |
Avg Daily Profit (%) | 0.2431 | 0.1982 | 0.0448 | 0.0146 | 0.0163 | -0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107097 | -54720 | -85094 | -464519 | -197584 | -379861 |
Profit Factor | 1.7279 | 2.3997 | 1.2331 | 1.0173 | 1.0516 | 0.9962 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 43.1579 | 34.0426 | 52.0833 | 43.1579 | 34.0426 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.2758 | 4.6495 | 1.1345 | 1.3399 | 2.0375 | 0.9165 |
Largest Winning Trade | 375307 | 375307 | 60059 | 193616 | 184884 | 193616 |
Largest Losing Trade | -65189 | -22673 | -65189 | -302212 | -76711 | -302212 |
Avg Bars in Trades | 38 | 25 | 51 | 38 | 25 | 51 |
Avg Bars in Winners | 54 | 43 | 61 | 54 | 43 | 61 |
Avg Bars in Losers | 26 | 16 | 40 | 26 | 16 | 40 |
Bars Traded | 3678 | 1211 | 2468 | 3678 | 1211 | 2468 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318839 | 227911 | -133000 | -380122 | -342003 | -580419 |
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{ "first_band": { "type": "kcb", "factors": { "length": 118, "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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