Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -701807.3045 | -34883.3003 | -666924.0042 | 3593897.8126 | 452568.2182 | 3141329.5944 |
Total P&L (%) | -701.8073 | -34.8833 | -666.924 | 3593.8978 | 452.5682 | 3141.3296 |
Avg Daily Profit (%) | -0.3871 | -0.0192 | -0.3679 | 0.1993 | 0.0943 | 0.1921 |
Buy And Hold Return (%) | 602.1568 | 602.1568 | 602.1568 | 602.1568 | 602.1568 | 602.1568 |
Max Trade Drawdown | -840173 | -72319 | -792311 | -3296854 | -1658578 | -2576053 |
Profit Factor | 0.3811 | 0.7954 | 0.3078 | 1.4587 | 1.1565 | 1.6355 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 89 | 40 | 49 | 59 | 31 | 28 |
Losing Trades | 22 | 16 | 6 | 52 | 25 | 27 |
Profitability (%) | 80.1802 | 71.4286 | 89.0909 | 53.1532 | 55.3571 | 50.9091 |
Ratio Avg Win / Avg Loss | 0.0942 | 0.3182 | 0.0377 | 1.2856 | 0.9327 | 1.5771 |
Largest Winning Trade | 14291 | 13920 | 14291 | 4080824 | 1031333 | 4080824 |
Largest Losing Trade | -591297 | -65324 | -591297 | -1692494 | -687311 | -1692494 |
Avg Bars in Trades | 53 | 28 | 80 | 53 | 28 | 80 |
Avg Bars in Winners | 24 | 8 | 36 | 49 | 31 | 69 |
Avg Bars in Losers | 175 | 77 | 434 | 58 | 23 | 91 |
Bars Traded | 5988 | 1574 | 4414 | 5988 | 1574 | 4414 |
Profit Streak | 170.159 | 170.159 | 218.909 | 170.159 | 170.159 | 218.909 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574803 | -756394 | -754653 | 381488 | -460563 | -168653 |
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{ "first_band": { "type": "kcb", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 4 } } }
# | 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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