Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316361.4169 | 85638.8138 | 230722.6031 | 306755.6842 | -241583.0423 | 548338.7265 |
Total P&L (%) | 316.3614 | 85.6388 | 230.7226 | 306.7557 | -241.583 | 548.3387 |
Avg Daily Profit (%) | 0.1903 | 0.0515 | 0.1388 | 0.0844 | 0 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136556 | -162305 | -41878 | -496223 | -632437 | -83822 |
Profit Factor | 1.5488 | 1.2315 | 2.1168 | 1.1686 | 0.8118 | 2.0224 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 53.2934 | 49.3976 | 57.1429 | 53.2934 | 49.3976 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3574 | 1.2616 | 1.5876 | 1.0241 | 0.8316 | 1.5168 |
Largest Winning Trade | 81417 | 81417 | 54215 | 115927 | 115927 | 115444 |
Largest Losing Trade | -58343 | -58343 | -21463 | -356046 | -356046 | -41036 |
Avg Bars in Trades | 28 | 35 | 22 | 28 | 35 | 22 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 32 | 41 | 22 | 32 | 41 | 22 |
Bars Traded | 4784 | 2913 | 1871 | 4784 | 2913 | 1871 |
Profit Streak | 3.5847 | 0 | 58.2513 | 3.5847 | 0 | 58.2513 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364265 | -125017 | -1389 | -114368 | -581344 | -36201 |
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } } }
# | 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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