Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522240.9909 | 399980.9808 | 122260.0101 | 2606636.8315 | 1597490.7387 | 1009146.0928 |
Total P&L (%) | 522.241 | 399.981 | 122.26 | 2606.6368 | 1597.4907 | 1009.1461 |
Avg Daily Profit (%) | 0.2641 | 0.2023 | 0.0618 | 0.1669 | 0.1433 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48435 | -41292 | -94653 | -512008 | -772791 | -557676 |
Profit Factor | 2.3951 | 3.756 | 1.5334 | 1.8346 | 2.1228 | 1.5934 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 53.4884 | 55.814 | 51.1628 | 53.4884 | 55.814 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.0827 | 2.9735 | 1.4637 | 1.5953 | 1.6805 | 1.521 |
Largest Winning Trade | 142789 | 142789 | 70880 | 711063 | 686064 | 711063 |
Largest Losing Trade | -22687 | -22687 | -22550 | -388921 | -388921 | -367776 |
Avg Bars in Trades | 43 | 32 | 54 | 43 | 32 | 54 |
Avg Bars in Winners | 59 | 44 | 75 | 59 | 44 | 75 |
Avg Bars in Losers | 25 | 17 | 31 | 25 | 17 | 31 |
Bars Traded | 3725 | 1401 | 2324 | 3725 | 1401 | 2324 |
Profit Streak | 589.9756 | 629.4756 | 0 | 589.9756 | 629.4756 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518889 | 586281 | -108659 | 450049 | 161159 | -26863 |
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{ "first_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 83, "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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