Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977769.1431 | 858799.8082 | 118969.3349 | 776701.3199 | 333986.535 | 442714.7849 |
Total P&L (%) | 977.7691 | 858.7998 | 118.9693 | 776.7013 | 333.9865 | 442.7148 |
Avg Daily Profit (%) | 0.4216 | 0.3703 | 0.0513 | 0.0937 | 0.0633 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163332 | -125707 | -189571 | -4529582 | -3619480 | -1440336 |
Profit Factor | 1.6902 | 2.1991 | 1.1698 | 1.0648 | 1.0505 | 1.0823 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 175 | 91 | 84 | 175 | 91 | 84 |
Profitability (%) | 32.9502 | 30 | 35.8779 | 32.9502 | 30 | 35.8779 |
Ratio Avg Win / Avg Loss | 3.4393 | 5.1313 | 2.0908 | 2.1667 | 2.4512 | 1.9344 |
Largest Winning Trade | 462085 | 462085 | 56207 | 2974303 | 2974303 | 1102169 |
Largest Losing Trade | -30229 | -21606 | -30229 | -748106 | -748106 | -500769 |
Avg Bars in Trades | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Winners | 109 | 104 | 113 | 109 | 104 | 113 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 13823 | 6126 | 7697 | 13823 | 6126 | 7697 |
Profit Streak | 16.6561 | 0 | 18.1561 | 16.6561 | 0 | 18.1561 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303928 | 204874 | -162138 | -220346 | -280207 | -229523 |
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{ "first_band": { "type": "kcb", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 44, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 10, "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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