Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587400.2542 | 462434.7441 | 124965.5101 | 719056.7089 | 181501.9548 | 537554.7541 |
Total P&L (%) | 587.4003 | 462.4347 | 124.9655 | 719.0567 | 181.502 | 537.5548 |
Avg Daily Profit (%) | 0.2346 | 0.1847 | 0.0499 | 0.084 | 0.0413 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119395 | -90761 | -96968 | -648029 | -484907 | -354977 |
Profit Factor | 1.9656 | 2.5916 | 1.3932 | 1.3019 | 1.1433 | 1.4822 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 48.5507 | 40.5797 | 56.5217 | 48.5507 | 40.5797 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.0829 | 3.7948 | 1.0717 | 1.3797 | 1.6741 | 1.1402 |
Largest Winning Trade | 379656 | 379656 | 62177 | 443880 | 443880 | 287475 |
Largest Losing Trade | -40090 | -28657 | -40090 | -225144 | -173488 | -225144 |
Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Winners | 47 | 38 | 54 | 47 | 38 | 54 |
Avg Bars in Losers | 23 | 16 | 33 | 23 | 16 | 33 |
Bars Traded | 4878 | 1766 | 3112 | 4878 | 1766 | 3112 |
Profit Streak | 19.2716 | 19.2716 | 24.2716 | 19.2716 | 19.2716 | 24.2716 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465642 | -92352 | -225888 | -79377 | -304251 | -192785 |
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{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 4 } }, "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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