Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201997.8131 | 145710.1584 | 56287.6547 | 221296.6055 | 171548.7714 | 49747.8342 |
Total P&L (%) | 201.9978 | 145.7102 | 56.2877 | 221.2966 | 171.5488 | 49.7478 |
Avg Daily Profit (%) | 0.3878 | 0.2798 | 0.1081 | 0.2244 | 0.192 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76457 | -37764 | -52531 | -224145 | -111079 | -178356 |
Profit Factor | 1.3963 | 1.53 | 1.2398 | 1.2106 | 1.3024 | 1.1029 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Profitability (%) | 38.3178 | 37.2671 | 39.375 | 38.3178 | 37.2671 | 39.375 |
Ratio Avg Win / Avg Loss | 2.2478 | 2.5755 | 1.9089 | 1.9488 | 2.1923 | 1.6981 |
Largest Winning Trade | 97925 | 97925 | 23918 | 125731 | 125731 | 53450 |
Largest Losing Trade | -14902 | -14902 | -9755 | -46355 | -46355 | -36320 |
Avg Bars in Trades | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Winners | 117 | 122 | 112 | 117 | 122 | 112 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 24756 | 12604 | 12151 | 24756 | 12604 | 12151 |
Profit Streak | 13.0306 | 13.0722 | 13.0306 | 13.0306 | 13.0722 | 13.0306 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326919 | 243032 | -52605 | 235749 | 165953 | -200806 |
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{ "first_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } } }
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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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