Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615096.8212 | 1550114.0844 | 64982.7368 | 1176681.7176 | 6484267.0085 | -5307585.2909 |
Total P&L (%) | 1615.0968 | 1550.1141 | 64.9827 | 1176.6817 | 6484.267 | -5307.5853 |
Avg Daily Profit (%) | 0.7756 | 0.7444 | 0.0312 | 0.1224 | 0.2013 | 0 |
Buy And Hold Return (%) | 120.7317 | 120.7317 | 120.7317 | 120.7317 | 120.7317 | 120.7317 |
Max Trade Drawdown | -173263 | -121541 | -84614 | -12430035 | -9120305 | -7295453 |
Profit Factor | 2.8904 | 4.4068 | 1.1627 | 1.0275 | 1.2835 | 0.7335 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 34.6535 | 31.3725 | 38 | 34.6535 | 31.3725 | 38 |
Ratio Avg Win / Avg Loss | 5.4505 | 9.6398 | 1.8971 | 1.9376 | 2.8076 | 1.1968 |
Largest Winning Trade | 1102329 | 1102329 | 60701 | 10694373 | 10694373 | 2677999 |
Largest Losing Trade | -35803 | -35803 | -32176 | -3258462 | -2205367 | -3258462 |
Avg Bars in Trades | 244 | 211 | 277 | 244 | 211 | 277 |
Avg Bars in Winners | 516 | 492 | 537 | 516 | 492 | 537 |
Avg Bars in Losers | 99 | 82 | 119 | 99 | 82 | 119 |
Bars Traded | 24675 | 10780 | 13894 | 24675 | 10780 | 13894 |
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 | 459949 | -167526 | -542128 | -224092 | -178434 | -763833 |
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{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 79, "offset": 0, "scalar": 5 } } }
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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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