Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94007.5499 | 363523.1469 | -269515.597 | -406141.3604 | 1097377.1771 | -1503518.5375 |
Total P&L (%) | 94.0076 | 363.5231 | -269.5156 | -406.1414 | 1097.3772 | -1503.5185 |
Avg Daily Profit (%) | 0.039 | 0.1509 | -0.1119 | 0 | 0.1031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -539919 | -208787 | -413002 | -2356656 | -811668 | -2070580 |
Profit Factor | 1.0607 | 1.6413 | 0.7256 | 0.9327 | 1.5224 | 0.6178 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 133 | 65 | 68 | 139 | 73 | 66 |
Losing Trades | 148 | 75 | 73 | 142 | 67 | 75 |
Profitability (%) | 47.331 | 46.4286 | 48.227 | 49.4662 | 52.1429 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.1803 | 1.8938 | 0.779 | 0.9528 | 1.3973 | 0.702 |
Largest Winning Trade | 274098 | 274098 | 70056 | 571325 | 571325 | 325145 |
Largest Losing Trade | -373746 | -57841 | -373746 | -1348570 | -373917 | -1348570 |
Avg Bars in Trades | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Winners | 37 | 30 | 43 | 34 | 31 | 38 |
Avg Bars in Losers | 30 | 25 | 35 | 32 | 24 | 39 |
Bars Traded | 9450 | 3928 | 5522 | 9450 | 3928 | 5522 |
Profit Streak | 4.0497 | 0 | 10.2997 | 0 | 32.7997 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294299 | 324539 | -580991 | -579515 | -51652 | -582199 |
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{ "first_band": { "type": "kcb", "factors": { "length": 147, "offset": 0, "scalar": 4 } }, "second_band": { "type": "fwma", "factors": { "length": 11, "offset": 27 } } }
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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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