Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186415.1896 | 137918.2472 | 48496.9424 | 262745.1549 | 204901.6045 | 57843.5504 |
Total P&L (%) | 186.4152 | 137.9182 | 48.4969 | 262.7452 | 204.9016 | 57.8436 |
Avg Daily Profit (%) | 0.3579 | 0.2648 | 0.0931 | 0.2477 | 0.2143 | 0.0877 |
Buy And Hold Return (%) | 47.5457 | 47.5457 | 47.5457 | 47.5457 | 47.5457 | 47.5457 |
Max Trade Drawdown | -53910 | -32953 | -47176 | -268815 | -141914 | -232232 |
Profit Factor | 1.3617 | 1.5634 | 1.1792 | 1.1668 | 1.2751 | 1.0697 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 51.2195 | 50.3497 | 52.0833 | 51.2195 | 50.3497 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.2969 | 1.5417 | 1.0849 | 1.1113 | 1.2574 | 0.9841 |
Largest Winning Trade | 43199 | 43199 | 22295 | 100459 | 100459 | 70445 |
Largest Losing Trade | -16510 | -16510 | -14559 | -84088 | -84088 | -61579 |
Avg Bars in Trades | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 82 | 83 | 80 | 82 | 83 | 80 |
Bars Traded | 24622 | 12088 | 12534 | 24622 | 12088 | 12534 |
Profit Streak | 0 | 11.8608 | 0 | 0 | 11.8608 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296259 | 311498 | -252065 | -28895 | 237597 | -320325 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } } }
# | 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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