Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173197.5617 | 80149.047 | 93048.5147 | 264168.7094 | 115360.1246 | 148808.5848 |
Total P&L (%) | 173.1976 | 80.149 | 93.0485 | 264.1687 | 115.3601 | 148.8086 |
Avg Daily Profit (%) | 0.3325 | 0.1539 | 0.1787 | 0.2485 | 0.1474 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71938 | -52284 | -23108 | -103393 | -106534 | -44249 |
Profit Factor | 1.6232 | 1.4739 | 1.8553 | 1.5932 | 1.4464 | 1.7961 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 62.8571 | 59.6154 | 66.0377 | 62.8571 | 59.6154 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.9592 | 0.9984 | 0.9542 | 0.9414 | 0.9798 | 0.9237 |
Largest Winning Trade | 22559 | 22559 | 19203 | 34393 | 34393 | 30037 |
Largest Losing Trade | -24733 | -24733 | -16124 | -44249 | -43062 | -44249 |
Avg Bars in Trades | 230 | 237 | 223 | 230 | 237 | 223 |
Avg Bars in Winners | 156 | 186 | 129 | 156 | 186 | 129 |
Avg Bars in Losers | 356 | 312 | 406 | 356 | 312 | 406 |
Bars Traded | 24195 | 12335 | 11860 | 24195 | 12335 | 11860 |
Profit Streak | 10.0112 | 31.5529 | 10.0112 | 10.0112 | 31.5529 | 10.0112 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432330 | -171213 | -169260 | 403342 | -174880 | -169404 |
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{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "offset": 195 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "offset": 195 } } }
# | 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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