Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234382.708 | 188701.0456 | 45681.6625 | 75931.6215 | 148317.2203 | -72385.5988 |
Total P&L (%) | 234.3827 | 188.701 | 45.6817 | 75.9316 | 148.3172 | -72.3856 |
Avg Daily Profit (%) | 0.225 | 0.1812 | 0.0439 | 0.0543 | 0.0874 | -0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109820 | -95994 | -76025 | -336876 | -262383 | -185148 |
Profit Factor | 1.3419 | 1.621 | 1.1197 | 1.0506 | 1.2231 | 0.9133 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 67.1498 | 66.9903 | 67.3077 | 67.1498 | 66.9903 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.6565 | 0.7988 | 0.5439 | 0.514 | 0.6027 | 0.4436 |
Largest Winning Trade | 35961 | 35961 | 28533 | 67124 | 51298 | 67124 |
Largest Losing Trade | -61203 | -47838 | -61203 | -194115 | -194115 | -116451 |
Avg Bars in Trades | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 195 | 202 | 187 | 195 | 202 | 187 |
Bars Traded | 24735 | 12642 | 12093 | 24735 | 12642 | 12093 |
Profit Streak | 19.0382 | 19.0382 | 40.7882 | 19.0382 | 19.0382 | 40.7882 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409817 | 396609 | -222831 | -282113 | -75115 | -577027 |
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{ "first_band": { "type": "kcb", "factors": { "length": 54, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 139 } } }
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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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