Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567852.7555 | 437115.617 | 130737.1385 | 3209486.3988 | 1843003.1008 | 1366483.2981 |
Total P&L (%) | 567.8528 | 437.1156 | 130.7371 | 3209.4864 | 1843.0031 | 1366.4833 |
Avg Daily Profit (%) | 0.2872 | 0.221 | 0.0661 | 0.1771 | 0.1501 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48435 | -45161 | -83044 | -613498 | -824714 | -682069 |
Profit Factor | 2.5705 | 4.047 | 1.5994 | 2.0062 | 2.2173 | 1.8154 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.3257 | 3.6615 | 1.4471 | 1.8151 | 2.0062 | 1.6425 |
Largest Winning Trade | 137464 | 137464 | 72488 | 852785 | 826288 | 852785 |
Largest Losing Trade | -30381 | -16110 | -30381 | -449691 | -313102 | -449691 |
Avg Bars in Trades | 46 | 35 | 57 | 46 | 35 | 57 |
Avg Bars in Winners | 66 | 51 | 81 | 66 | 51 | 81 |
Avg Bars in Losers | 24 | 17 | 31 | 24 | 17 | 31 |
Bars Traded | 3726 | 1417 | 2309 | 3726 | 1417 | 2309 |
Profit Streak | 591.2385 | 630.2385 | 0 | 591.2385 | 630.2385 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9186 | 583457 | -102391 | -11215 | 473089 | -7402 |
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{ "first_band": { "type": "kcb", "factors": { "length": 88, "offset": 0, "scalar": 3 } }, "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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