Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416867.517 | 536895.1101 | -120027.5932 | -87343.9749 | 183430.3952 | -270774.37 |
Total P&L (%) | 416.8675 | 536.8951 | -120.0276 | -87.344 | 183.4304 | -270.7744 |
Avg Daily Profit (%) | 0.1806 | 0.2326 | -0.052 | -0.0895 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177542 | -131758 | -209070 | -192632 | -31332 | -268334 |
Profit Factor | 1.7575 | 3.4792 | 0.6404 | 0.773 | 3.9797 | 0.1624 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 52.3077 | 56.25 | 48.4848 | 52.3077 | 56.25 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6024 | 2.706 | 0.6804 | 0.7048 | 3.0953 | 0.1726 |
Largest Winning Trade | 128007 | 128007 | 27821 | 52313 | 52313 | 14712 |
Largest Losing Trade | -93298 | -93298 | -92925 | -179994 | -30632 | -179994 |
Avg Bars in Trades | 102 | 182 | 25 | 102 | 182 | 25 |
Avg Bars in Winners | 68 | 105 | 27 | 68 | 105 | 27 |
Avg Bars in Losers | 140 | 281 | 23 | 140 | 281 | 23 |
Bars Traded | 6673 | 5834 | 839 | 6673 | 5834 | 839 |
Profit Streak | 682.8376 | 682.8376 | 683.5876 | 682.8376 | 682.8376 | 683.5876 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123458 | 616066 | -579734 | -715024 | -123412 | -579734 |
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 5 } } }
# | 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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