Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436353.2839 | 1426057.4456 | 10295.8383 | 731934.7314 | 954548.1358 | -222613.4045 |
Total P&L (%) | 1436.3533 | 1426.0574 | 10.2958 | 731.9347 | 954.5481 | -222.6134 |
Avg Daily Profit (%) | 0.7895 | 0.7838 | 0.0057 | 0.1165 | 0.1296 | 0 |
Buy And Hold Return (%) | 613.5969 | 613.5969 | 613.5969 | 613.5969 | 613.5969 | 613.5969 |
Max Trade Drawdown | -90929 | -115417 | -94285 | -1168979 | -1105671 | -892834 |
Profit Factor | 3.4404 | 5.6128 | 1.0368 | 1.1838 | 1.4665 | 0.885 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 43.4211 | 34.2105 | 52.6316 | 43.4211 | 34.2105 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.4829 | 10.7939 | 0.9332 | 1.5425 | 2.8201 | 0.7965 |
Largest Winning Trade | 714754 | 714754 | 67028 | 1256412 | 1256412 | 406364 |
Largest Losing Trade | -42102 | -39432 | -42102 | -482301 | -482301 | -385780 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 109 | 126 | 98 | 109 | 126 | 98 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 5153 | 2542 | 2611 | 5153 | 2542 | 2611 |
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 | -41296 | 374997 | -532347 | -216405 | -33402 | -580423 |
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{ "first_band": { "type": "kcb", "factors": { "length": 105, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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