Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120207.0789 | 79966.0217 | 40241.0572 | 183314.6317 | 114419.8307 | 68894.801 |
Total P&L (%) | 120.2071 | 79.966 | 40.2411 | 183.3146 | 114.4198 | 68.8948 |
Avg Daily Profit (%) | 1.3847 | 0.9212 | 0.4636 | 1.2068 | 0.8825 | 0.6056 |
Buy And Hold Return (%) | 26.8439 | 26.8439 | 26.8439 | 26.8439 | 26.8439 | 26.8439 |
Max Trade Drawdown | -26096 | -16724 | -15878 | -30086 | -19167 | -18259 |
Profit Factor | 1.7196 | 1.9443 | 1.4885 | 1.8831 | 2.0895 | 1.6718 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 205 | 106 | 99 | 205 | 106 | 99 |
Profitability (%) | 30.7432 | 28.3784 | 33.1081 | 30.7432 | 28.3784 | 33.1081 |
Ratio Avg Win / Avg Loss | 3.8738 | 4.9071 | 3.0074 | 4.2423 | 5.2735 | 3.3777 |
Largest Winning Trade | 35006 | 35006 | 25586 | 52533 | 52533 | 50732 |
Largest Losing Trade | -3491 | -3491 | -2819 | -10248 | -10248 | -7978 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 191 | 209 | 176 | 191 | 209 | 176 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 24807 | 12408 | 12399 | 24807 | 12408 | 12399 |
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 | 255925 | -3338 | -6688 | 312329 | -2228 | 74875 |
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{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } } }
# | 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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