Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566132.0456 | 1682900.1246 | -116768.079 | -2403.4114 | 745618.6279 | -748022.0393 |
Total P&L (%) | 1566.132 | 1682.9001 | -116.7681 | -2.4034 | 745.6186 | -748.022 |
Avg Daily Profit (%) | 0.6624 | 0.7118 | -0.0494 | -0.001 | 0.0903 | 0 |
Buy And Hold Return (%) | 700.417 | 700.417 | 700.417 | 700.417 | 700.417 | 700.417 |
Max Trade Drawdown | -185536 | -153627 | -165300 | -1368838 | -927030 | -759800 |
Profit Factor | 2.3781 | 4.0787 | 0.802 | 0.9995 | 1.3434 | 0.6622 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 38.5281 | 37.069 | 40 | 38.5281 | 37.069 | 40 |
Ratio Avg Win / Avg Loss | 3.7942 | 6.9243 | 1.2031 | 1.5946 | 2.2807 | 0.9932 |
Largest Winning Trade | 1561865 | 1561865 | 63748 | 1269688 | 1269688 | 140641 |
Largest Losing Trade | -34500 | -34500 | -28595 | -318208 | -318208 | -223100 |
Avg Bars in Trades | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Winners | 100 | 84 | 115 | 100 | 84 | 115 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 13919 | 5993 | 7926 | 13919 | 5993 | 7926 |
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 | 286262 | 361895 | -583248 | -581252 | -221454 | -584915 |
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{ "first_band": { "type": "kcb", "factors": { "length": 197, "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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