Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634795.2978 | 543381.1493 | 91414.1485 | 658438.8021 | 273720.7314 | 384718.0708 |
Total P&L (%) | 634.7953 | 543.3811 | 91.4141 | 658.4388 | 273.7207 | 384.7181 |
Avg Daily Profit (%) | 0.3408 | 0.2917 | 0.0491 | 0.1088 | 0.0708 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79770 | -57240 | -54869 | -1024248 | -863224 | -575222 |
Profit Factor | 2.3105 | 3.0762 | 1.4106 | 1.1406 | 1.1075 | 1.1799 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.4959 | 39.3443 | 41.6667 | 40.4959 | 39.3443 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.3951 | 4.7424 | 1.9748 | 1.6759 | 1.7074 | 1.6518 |
Largest Winning Trade | 488904 | 488904 | 62759 | 565348 | 565348 | 388545 |
Largest Losing Trade | -36460 | -36460 | -19267 | -263259 | -255427 | -263259 |
Avg Bars in Trades | 88 | 67 | 110 | 88 | 67 | 110 |
Avg Bars in Winners | 161 | 114 | 207 | 161 | 114 | 207 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 10756 | 4138 | 6618 | 10756 | 4138 | 6618 |
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 | 369554 | -151403 | -298203 | -115469 | -365659 | -274022 |
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{ "first_band": { "type": "kcb", "factors": { "length": 240, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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