Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173415.8055 | 1081930.7541 | 91485.0513 | 443748.2508 | -46280.2501 | 490028.5008 |
Total P&L (%) | 1173.4158 | 1081.9308 | 91.4851 | 443.7483 | -46.2803 | 490.0285 |
Avg Daily Profit (%) | 0.4919 | 0.4535 | 0.0384 | 0.071 | -0.026 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151653 | -102392 | -111216 | -2235923 | -1494235 | -1551789 |
Profit Factor | 2.2268 | 3.4148 | 1.1799 | 1.0599 | 0.9878 | 1.1353 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 51.0345 | 47.9452 | 54.1667 | 51.0345 | 47.9452 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.1365 | 3.7075 | 0.9984 | 1.0169 | 1.0724 | 0.9606 |
Largest Winning Trade | 785090 | 785090 | 67078 | 987082 | 987082 | 935175 |
Largest Losing Trade | -50575 | -29810 | -50575 | -742730 | -650466 | -742730 |
Avg Bars in Trades | 31 | 22 | 41 | 31 | 22 | 41 |
Avg Bars in Winners | 41 | 30 | 51 | 41 | 30 | 51 |
Avg Bars in Losers | 21 | 15 | 29 | 21 | 15 | 29 |
Bars Traded | 4629 | 1639 | 2990 | 4629 | 1639 | 2990 |
Profit Streak | 19.5445 | 32.0445 | 19.5445 | 19.5445 | 32.0445 | 19.5445 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603331 | -54746 | -244026 | -250800 | -650593 | -245057 |
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{ "first_band": { "type": "kcb", "factors": { "length": 58, "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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