Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547223.1328 | 1488272.045 | 58951.0878 | 645561.7587 | 565048.4199 | 80513.3388 |
Total P&L (%) | 1547.2231 | 1488.272 | 58.9511 | 645.5618 | 565.0484 | 80.5133 |
Avg Daily Profit (%) | 0.6665 | 0.6411 | 0.0254 | 0.0866 | 0.0817 | 0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120668 | -70461 | -149106 | -1316479 | -893038 | -670454 |
Profit Factor | 3.3305 | 5.712 | 1.1694 | 1.1461 | 1.2499 | 1.0373 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 45.5556 | 37.7778 | 53.3333 | 45.5556 | 37.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.9804 | 9.408 | 1.0232 | 1.3698 | 2.0587 | 0.9077 |
Largest Winning Trade | 1259489 | 1259489 | 79628 | 629238 | 629238 | 496484 |
Largest Losing Trade | -76294 | -38004 | -76294 | -618316 | -288799 | -618316 |
Avg Bars in Trades | 71 | 53 | 89 | 71 | 53 | 89 |
Avg Bars in Winners | 111 | 104 | 116 | 111 | 104 | 116 |
Avg Bars in Losers | 37 | 21 | 58 | 37 | 21 | 58 |
Bars Traded | 6412 | 2392 | 4020 | 6412 | 2392 | 4020 |
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 | 608574 | 555771 | -193396 | -138218 | -87315 | -339513 |
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{ "first_band": { "type": "kcb", "factors": { "length": 157, "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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