Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407366.9217 | 403579.8419 | 3787.0798 | 144710.9435 | 348338.589 | -203627.6455 |
Total P&L (%) | 407.3669 | 403.5798 | 3.7871 | 144.7109 | 348.3386 | -203.6276 |
Avg Daily Profit (%) | 0.2885 | 0.2858 | 0.0027 | 0.0634 | 0.1063 | 0 |
Buy And Hold Return (%) | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 |
Max Trade Drawdown | -112088 | -112926 | -101810 | -693838 | -759310 | -453338 |
Profit Factor | 1.5572 | 1.9912 | 1.0117 | 1.0462 | 1.1881 | 0.8407 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 50.7042 | 49.5327 | 51.8868 | 50.7042 | 49.5327 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.514 | 2.0288 | 0.9381 | 1.0172 | 1.2105 | 0.7796 |
Largest Winning Trade | 227560 | 227560 | 52712 | 485216 | 485216 | 182997 |
Largest Losing Trade | -46318 | -39297 | -46318 | -362522 | -362522 | -205415 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Losers | 16 | 12 | 19 | 16 | 12 | 19 |
Bars Traded | 4044 | 2113 | 1932 | 4044 | 2113 | 1932 |
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 | 451185 | 425757 | -564090 | -280452 | -65627 | -580527 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 74 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "offset": 0, "scalar": 5 } } }
# | 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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