Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238301.7716 | 219250.0211 | 19051.7506 | -12194.5647 | 31724.4293 | -43918.994 |
Total P&L (%) | 238.3018 | 219.25 | 19.0518 | -12.1946 | 31.7244 | -43.919 |
Avg Daily Profit (%) | 0.2288 | 0.2105 | 0.0183 | -0.0125 | 0.0265 | -0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106602 | -67125 | -98109 | -70172 | -41243 | -54347 |
Profit Factor | 1.5406 | 2.0273 | 1.0838 | 0.9472 | 1.3207 | 0.6671 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 72.381 | 69.2308 | 75.4717 | 72.381 | 69.2308 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.5879 | 0.901 | 0.3522 | 0.3614 | 0.587 | 0.2168 |
Largest Winning Trade | 110597 | 110597 | 30815 | 22325 | 22325 | 13100 |
Largest Losing Trade | -81317 | -67125 | -81317 | -43486 | -26245 | -43486 |
Avg Bars in Trades | 219 | 339 | 100 | 219 | 339 | 100 |
Avg Bars in Winners | 93 | 130 | 61 | 93 | 130 | 61 |
Avg Bars in Losers | 546 | 810 | 222 | 546 | 810 | 222 |
Bars Traded | 22997 | 17662 | 5335 | 22997 | 17662 | 5335 |
Profit Streak | 71.1604 | 71.1604 | 290.5354 | 71.1604 | 71.1604 | 290.5354 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456896 | -167809 | -481299 | -575840 | -338539 | -756097 |
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{ "first_band": { "type": "kcb", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 210, "offset": 243 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 210, "offset": 243 } } }
# | 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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