Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3879754.2244 | 3982175.588 | -102421.3636 | 185477.1971 | 123270.5247 | 62206.6724 |
Total P&L (%) | 3879.7542 | 3982.1756 | -102.4214 | 185.4772 | 123.2705 | 62.2067 |
Avg Daily Profit (%) | 1.9754 | 2.0276 | -0.0521 | 0.0534 | 0.0409 | 0.0246 |
Buy And Hold Return (%) | 2171.8563 | 2171.8563 | 2171.8563 | 2171.8563 | 2171.8563 | 2171.8563 |
Max Trade Drawdown | -285317 | -78183 | -230958 | -158318 | -66857 | -121921 |
Profit Factor | 8.2183 | 19.7643 | 0.6851 | 1.338 | 1.4712 | 1.2166 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50 | 52.6316 | 47.3684 | 50 | 52.6316 | 47.3684 |
Ratio Avg Win / Avg Loss | 8.2183 | 17.7878 | 0.7612 | 1.338 | 1.3241 | 1.3518 |
Largest Winning Trade | 3984695 | 3984695 | 47926 | 111994 | 111994 | 101637 |
Largest Losing Trade | -60071 | -51892 | -60071 | -43407 | -42711 | -43407 |
Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Winners | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Losers | 30 | 21 | 38 | 30 | 21 | 38 |
Bars Traded | 3747 | 1697 | 2050 | 3747 | 1697 | 2050 |
Profit Streak | 0 | 0 | 600.2005 | 0 | 0 | 600.2005 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39376 | 544153 | -580830 | -340812 | -302559 | -326220 |
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "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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