Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550190.101 | 443350.8246 | 106839.2764 | 468859.9502 | 605055.4002 | -136195.45 |
Total P&L (%) | 550.1901 | 443.3508 | 106.8393 | 468.86 | 605.0554 | -136.1955 |
Avg Daily Profit (%) | 0.2893 | 0.2331 | 0.0562 | 0.0914 | 0.1027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174332 | -51469 | -134387 | -776635 | -256859 | -588661 |
Profit Factor | 2.3031 | 3.4609 | 1.4414 | 1.2615 | 1.8497 | 0.874 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 2.6102 | 3.9223 | 1.6336 | 1.4297 | 2.0963 | 0.9905 |
Largest Winning Trade | 350703 | 350703 | 68443 | 693279 | 693279 | 252082 |
Largest Losing Trade | -42491 | -28254 | -42491 | -293982 | -111834 | -293982 |
Avg Bars in Trades | 113 | 88 | 138 | 113 | 88 | 138 |
Avg Bars in Winners | 196 | 146 | 246 | 196 | 146 | 246 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 7273 | 2828 | 4445 | 7273 | 2828 | 4445 |
Profit Streak | 0 | 0 | 544.9856 | 0 | 0 | 544.9856 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131529 | 477927 | -116515 | -215747 | -53140 | -581441 |
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 210, "offset": 0, "scalar": 3 } }, "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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