Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157082.3078 | 87637.3015 | 69445.0063 | 32464.2053 | 164009.1418 | -131544.9364 |
Total P&L (%) | 157.0823 | 87.6373 | 69.445 | 32.4642 | 164.0091 | -131.5449 |
Avg Daily Profit (%) | 0.6032 | 0.3365 | 0.2667 | 0.108 | 0.3735 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87999 | -16988 | -88367 | -368414 | -30863 | -368646 |
Profit Factor | 1.7402 | 2.9392 | 1.4158 | 1.0478 | 2.7837 | 0.7763 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 72.973 | 73.2143 | 72.7273 | 72.973 | 73.2143 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.6445 | 1.0753 | 0.5309 | 0.3881 | 1.0184 | 0.2911 |
Largest Winning Trade | 16893 | 10024 | 16893 | 43343 | 24138 | 43343 |
Largest Losing Trade | -85346 | -16602 | -85346 | -366737 | -30221 | -366737 |
Avg Bars in Trades | 216 | 100 | 334 | 216 | 100 | 334 |
Avg Bars in Winners | 160 | 86 | 236 | 160 | 86 | 236 |
Avg Bars in Losers | 365 | 137 | 593 | 365 | 137 | 593 |
Bars Traded | 24004 | 5629 | 18375 | 24004 | 5629 | 18375 |
Profit Streak | 8.479 | 8.479 | 30.1144 | 8.479 | 8.479 | 30.1144 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552300 | -164028 | -169724 | -217591 | -164012 | -757781 |
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{ "first_band": { "type": "kcb", "factors": { "length": 54, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 147, "offset": 215 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 54, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 147, "offset": 215 } } }
# | 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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