Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176093.8603 | 137531.07 | 38562.7903 | 287434.1936 | 266039.0869 | 21395.1068 |
Total P&L (%) | 176.0939 | 137.5311 | 38.5628 | 287.4342 | 266.0391 | 21.3951 |
Avg Daily Profit (%) | 0.6762 | 0.5281 | 0.1481 | 0.5214 | 0.4995 | 0.0745 |
Buy And Hold Return (%) | 103.0884 | 103.0884 | 103.0884 | 103.0884 | 103.0884 | 103.0884 |
Max Trade Drawdown | -34894 | -20066 | -24178 | -115913 | -65000 | -83630 |
Profit Factor | 1.9949 | 2.3512 | 1.5127 | 1.6115 | 2.033 | 1.1007 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 48.3871 | 50 | 46.8085 | 48.3871 | 50 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.1278 | 2.3512 | 1.719 | 1.7189 | 2.033 | 1.2508 |
Largest Winning Trade | 53684 | 53684 | 28929 | 118528 | 118528 | 55983 |
Largest Losing Trade | -12151 | -10660 | -12151 | -29064 | -24510 | -29064 |
Avg Bars in Trades | 264 | 247 | 281 | 264 | 247 | 281 |
Avg Bars in Winners | 348 | 335 | 363 | 348 | 335 | 363 |
Avg Bars in Losers | 185 | 158 | 210 | 185 | 158 | 210 |
Bars Traded | 24605 | 11363 | 13242 | 24605 | 11363 | 13242 |
Profit Streak | 5.456 | 7.331 | 5.456 | 5.456 | 7.331 | 5.456 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 217787 | -47571 | -160498 | 342793 | 357107 | -370913 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 1.6688 } } }
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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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