Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3382102.753 | 3277333.7924 | 104768.9606 | 4377377.7329 | 6117914.7682 | -1740537.0352 |
Total P&L (%) | 3382.1028 | 3277.3338 | 104.769 | 4377.3777 | 6117.9148 | -1740.537 |
Avg Daily Profit (%) | 1.5182 | 1.4711 | 0.047 | 0.1708 | 0.1856 | 0 |
Buy And Hold Return (%) | 263.5556 | 263.5556 | 263.5556 | 263.5556 | 263.5556 | 263.5556 |
Max Trade Drawdown | -128309 | -59099 | -94024 | -12156520 | -6636442 | -8930638 |
Profit Factor | 6.5414 | 12.7338 | 1.3165 | 1.0992 | 1.2998 | 0.9266 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 50.4132 | 51.6667 | 49.1803 | 50.4132 | 51.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 6.4341 | 11.9122 | 1.3604 | 1.0812 | 1.216 | 0.9575 |
Largest Winning Trade | 3179387 | 3179387 | 52938 | 6168701 | 6168701 | 3665014 |
Largest Losing Trade | -41113 | -35093 | -41113 | -3958031 | -3958031 | -2633708 |
Avg Bars in Trades | 70 | 58 | 82 | 70 | 58 | 82 |
Avg Bars in Winners | 105 | 83 | 128 | 105 | 83 | 128 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 8551 | 3530 | 5021 | 8551 | 3530 | 5021 |
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 | 816922 | -146687 | -457693 | -103204 | -160967 | -742777 |
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{ "first_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 189, "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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