Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573044.7815 | 512405.8241 | 60638.9575 | 287425.5496 | -54948.6201 | 342374.1697 |
Total P&L (%) | 573.0448 | 512.4058 | 60.639 | 287.4256 | -54.9486 | 342.3742 |
Avg Daily Profit (%) | 0.2987 | 0.2671 | 0.0316 | 0.0706 | -0.0416 | 0.0775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227259 | -171169 | -125314 | -2069262 | -1732778 | -801392 |
Profit Factor | 2.0927 | 3.0475 | 1.2212 | 1.0643 | 0.9754 | 1.153 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 2.8677 | 4.454 | 1.5701 | 1.4585 | 1.4255 | 1.4824 |
Largest Winning Trade | 288882 | 288882 | 57879 | 763171 | 763171 | 581281 |
Largest Losing Trade | -48406 | -27125 | -48406 | -801392 | -411547 | -801392 |
Avg Bars in Trades | 168 | 143 | 193 | 168 | 143 | 193 |
Avg Bars in Winners | 226 | 163 | 285 | 226 | 163 | 285 |
Avg Bars in Losers | 126 | 130 | 122 | 126 | 130 | 122 |
Bars Traded | 10804 | 4606 | 6198 | 10804 | 4606 | 6198 |
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 | -133955 | 387174 | -153033 | -395242 | -582789 | -144154 |
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{ "first_band": { "type": "kcb", "factors": { "length": 169, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } } }
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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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