Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98689.1164 | 69742.4166 | 28946.6998 | -36011.9084 | 82531.7108 | -118543.6192 |
Total P&L (%) | 98.6891 | 69.7424 | 28.9467 | -36.0119 | 82.5317 | -118.5436 |
Avg Daily Profit (%) | 0.379 | 0.2678 | 0.1112 | -0.1713 | 0.2313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87712 | -34978 | -87493 | -240847 | -38358 | -240243 |
Profit Factor | 1.3619 | 1.7045 | 1.1667 | 0.9271 | 1.6762 | 0.6815 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 73.7705 | 68.8525 | 78.6885 | 73.7705 | 68.8525 | 78.6885 |
Ratio Avg Win / Avg Loss | 0.4842 | 0.7711 | 0.316 | 0.3297 | 0.7583 | 0.1846 |
Largest Winning Trade | 16315 | 9056 | 16315 | 18615 | 15287 | 18615 |
Largest Losing Trade | -87493 | -29555 | -87493 | -240243 | -32302 | -240243 |
Avg Bars in Trades | 198 | 210 | 185 | 198 | 210 | 185 |
Avg Bars in Winners | 99 | 111 | 88 | 99 | 111 | 88 |
Avg Bars in Losers | 477 | 429 | 546 | 477 | 429 | 546 |
Bars Traded | 24181 | 12841 | 11340 | 24181 | 12841 | 11340 |
Profit Streak | 10.321 | 10.321 | 13.946 | 10.321 | 10.321 | 13.946 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423766 | -151340 | -244956 | -576952 | -151689 | -739058 |
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{ "first_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 142, "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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