Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085828.8452 | 921007.7439 | 164821.1013 | 2711572.3902 | 12479860.4738 | -9768288.0835 |
Total P&L (%) | 1085.8288 | 921.0077 | 164.8211 | 2711.5724 | 12479.8605 | -9768.2881 |
Avg Daily Profit (%) | 0.4694 | 0.3982 | 0.0713 | 0.1443 | 0.2092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146581 | -95386 | -128669 | -42580965 | -26985425 | -20249555 |
Profit Factor | 1.8698 | 2.5962 | 1.2455 | 1.0178 | 1.1596 | 0.8685 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 47.5285 | 43.9394 | 51.145 | 47.5285 | 43.9394 | 51.145 |
Ratio Avg Win / Avg Loss | 2.0643 | 3.3123 | 1.1897 | 1.1236 | 1.4795 | 0.8296 |
Largest Winning Trade | 478172 | 478172 | 84862 | 27805724 | 27805724 | 8522597 |
Largest Losing Trade | -55120 | -42887 | -55120 | -13163636 | -13163636 | -9474304 |
Avg Bars in Trades | 26 | 18 | 33 | 26 | 18 | 33 |
Avg Bars in Winners | 34 | 24 | 42 | 34 | 24 | 42 |
Avg Bars in Losers | 18 | 13 | 24 | 18 | 13 | 24 |
Bars Traded | 6854 | 2424 | 4430 | 6854 | 2424 | 4430 |
Profit Streak | 0 | 0 | 49.176 | 0 | 0 | 49.176 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524958 | 446371 | -96551 | -200198 | -39132 | -579286 |
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{ "first_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 56, "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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