Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685229.3788 | 610281.912 | 74947.4668 | 192471.551 | 122158.4382 | 70313.1128 |
Total P&L (%) | 685.2294 | 610.2819 | 74.9475 | 192.4716 | 122.1584 | 70.3131 |
Avg Daily Profit (%) | 0.3682 | 0.328 | 0.0403 | 0.0577 | 0.0429 | 0.0286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94559 | -126646 | -114366 | -311364 | -303225 | -203770 |
Profit Factor | 1.9275 | 2.5476 | 1.2176 | 1.105 | 1.1232 | 1.0836 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 36.8421 | 30.303 | 43.2836 | 36.8421 | 30.303 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.3042 | 5.8595 | 1.5954 | 1.8943 | 2.5834 | 1.4199 |
Largest Winning Trade | 562445 | 562445 | 65786 | 297650 | 297650 | 165811 |
Largest Losing Trade | -42504 | -22521 | -42504 | -99477 | -83945 | -99477 |
Avg Bars in Trades | 82 | 70 | 94 | 82 | 70 | 94 |
Avg Bars in Winners | 157 | 154 | 159 | 157 | 154 | 159 |
Avg Bars in Losers | 39 | 34 | 45 | 39 | 34 | 45 |
Bars Traded | 11017 | 4670 | 6347 | 11017 | 4670 | 6347 |
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 | 301366 | -118129 | -257983 | -224542 | -351594 | -402806 |
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 4.41917 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 4.41917 } } }
# | 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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