Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223091.0151 | 1196780.6318 | 26310.3833 | 2081148.3566 | 2357621.3293 | -276472.9727 |
Total P&L (%) | 1223.091 | 1196.7806 | 26.3104 | 2081.1484 | 2357.6213 | -276.473 |
Avg Daily Profit (%) | 0.6741 | 0.6596 | 0.0145 | 0.17 | 0.1766 | 0 |
Buy And Hold Return (%) | 611.3493 | 611.3493 | 611.3493 | 611.3493 | 611.3493 | 611.3493 |
Max Trade Drawdown | -95563 | -45455 | -97646 | -3033364 | -2154175 | -1558233 |
Profit Factor | 2.5821 | 4.3068 | 1.064 | 1.1561 | 1.3453 | 0.9575 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 40.6977 | 41.8605 | 39.5349 | 40.6977 | 41.8605 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.7625 | 5.9817 | 1.6273 | 1.6846 | 1.8684 | 1.4644 |
Largest Winning Trade | 641232 | 641232 | 79223 | 3009721 | 3009721 | 1246463 |
Largest Losing Trade | -32502 | -24537 | -32502 | -954936 | -954936 | -719402 |
Avg Bars in Trades | 124 | 125 | 123 | 124 | 125 | 123 |
Avg Bars in Winners | 181 | 167 | 197 | 181 | 167 | 197 |
Avg Bars in Losers | 85 | 95 | 75 | 85 | 95 | 75 |
Bars Traded | 21444 | 10807 | 10637 | 21444 | 10807 | 10637 |
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 | 266829 | 309286 | -492671 | -45422 | 124924 | -583505 |
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{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } } }
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# | 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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