Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408015.0321 | 1407841.1015 | 173.9307 | 234491.1292 | 357445.8974 | -122954.7681 |
Total P&L (%) | 1408.015 | 1407.8411 | 0.1739 | 234.4911 | 357.4459 | -122.9548 |
Avg Daily Profit (%) | 0.6066 | 0.6066 | 0.0001 | 0.052 | 0.0655 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108792 | -60312 | -92906 | -799250 | -453742 | -415160 |
Profit Factor | 3.7536 | 7.5215 | 1.0006 | 1.0854 | 1.3091 | 0.9227 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.4755 | 9.2573 | 1.1545 | 1.2941 | 1.6112 | 1.0647 |
Largest Winning Trade | 1356105 | 1356105 | 85831 | 434169 | 434169 | 422882 |
Largest Losing Trade | -64254 | -27432 | -64254 | -358145 | -214215 | -358145 |
Avg Bars in Trades | 74 | 52 | 96 | 74 | 52 | 96 |
Avg Bars in Winners | 121 | 96 | 147 | 121 | 96 | 147 |
Avg Bars in Losers | 34 | 16 | 52 | 34 | 16 | 52 |
Bars Traded | 4223 | 1523 | 2700 | 4223 | 1523 | 2700 |
Profit Streak | 22.4972 | 39.9972 | 22.4972 | 22.4972 | 39.9972 | 22.4972 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161345 | 682633 | -600259 | -429793 | -105258 | -601007 |
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 5 } }, "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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