Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368895.4669 | 368272.9766 | 622.4903 | -18324.7784 | 289730.6625 | -308055.4409 |
Total P&L (%) | 368.8955 | 368.273 | 0.6225 | -18.3248 | 289.7307 | -308.0554 |
Avg Daily Profit (%) | 0.208 | 0.2076 | 0.0004 | -0.0114 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215871 | -66820 | -180844 | -492107 | -100099 | -410558 |
Profit Factor | 1.4258 | 1.942 | 1.0013 | 0.9807 | 1.8149 | 0.4833 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 53.6364 | 52.7273 | 54.5455 | 53.6364 | 52.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2325 | 1.7411 | 0.8344 | 0.8478 | 1.6272 | 0.4028 |
Largest Winning Trade | 81473 | 81473 | 71359 | 214280 | 214280 | 82219 |
Largest Losing Trade | -56951 | -38268 | -56951 | -280224 | -86702 | -280224 |
Avg Bars in Trades | 47 | 33 | 60 | 47 | 33 | 60 |
Avg Bars in Winners | 51 | 27 | 75 | 51 | 27 | 75 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 5191 | 1843 | 3348 | 5191 | 1843 | 3348 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335000 | -168327 | -758336 | -580014 | -266767 | -760244 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 3 } } }
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# | 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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