Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2210679.6202 | 2139617.5222 | 71062.098 | 1522857.6313 | 2731791.9064 | -1208934.2751 |
Total P&L (%) | 2210.6796 | 2139.6175 | 71.0621 | 1522.8576 | 2731.7919 | -1208.9343 |
Avg Daily Profit (%) | 0.9529 | 0.9222 | 0.0306 | 0.1202 | 0.1442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153929 | -98557 | -120976 | -11821610 | -7542865 | -7021453 |
Profit Factor | 3.5912 | 5.8619 | 1.172 | 1.0516 | 1.172 | 0.9112 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 37.013 | 31.1688 | 42.8571 | 37.013 | 31.1688 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.1113 | 12.945 | 1.5627 | 1.7896 | 2.5883 | 1.2149 |
Largest Winning Trade | 1840363 | 1840363 | 80385 | 5040127 | 5040127 | 2187328 |
Largest Losing Trade | -42997 | -40423 | -42997 | -2227552 | -2227552 | -1745536 |
Avg Bars in Trades | 84 | 66 | 102 | 84 | 66 | 102 |
Avg Bars in Winners | 169 | 145 | 186 | 169 | 145 | 186 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 12958 | 5092 | 7866 | 12958 | 5092 | 7866 |
Profit Streak | 17.9431 | 20.7764 | 17.9431 | 17.9431 | 20.7764 | 17.9431 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607801 | -27029 | -226323 | -197921 | -78998 | -623282 |
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{ "first_band": { "type": "kcb", "factors": { "length": 228, "offset": 0, "scalar": 2 } }, "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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