Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269033.1737 | 135700.733 | 133332.4407 | 264141.204 | 77806.2174 | 186334.9866 |
Total P&L (%) | 269.0332 | 135.7007 | 133.3324 | 264.1412 | 77.8062 | 186.335 |
Avg Daily Profit (%) | 0.2617 | 0.132 | 0.1297 | 0.1258 | 0.056 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56213 | -74024 | -56213 | -169925 | -202425 | -72042 |
Profit Factor | 1.6207 | 1.4549 | 1.9867 | 1.3235 | 1.1334 | 1.7995 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 67.2 | 62.9032 | 71.4286 | 67.2 | 62.9032 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7911 | 0.858 | 0.7947 | 0.646 | 0.6684 | 0.7198 |
Largest Winning Trade | 42323 | 42323 | 28220 | 118949 | 118949 | 47795 |
Largest Losing Trade | -56213 | -49406 | -56213 | -161692 | -161692 | -72042 |
Avg Bars in Trades | 93 | 159 | 28 | 93 | 159 | 28 |
Avg Bars in Winners | 54 | 88 | 24 | 54 | 88 | 24 |
Avg Bars in Losers | 173 | 281 | 35 | 173 | 281 | 35 |
Bars Traded | 11674 | 9906 | 1768 | 11674 | 9906 | 1768 |
Profit Streak | 21.0624 | 0 | 51.8124 | 21.0624 | 0 | 51.8124 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415856 | -169972 | -161541 | -23432 | -346159 | -198315 |
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{ "first_band": { "type": "dcl", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 183, "offset": 0, "scalar": 2 } } }
# | 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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