Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373218.5897 | 1334092.9582 | 39125.6314 | 2037444.8243 | 1631108.5271 | 406336.2972 |
Total P&L (%) | 1373.2186 | 1334.093 | 39.1256 | 2037.4448 | 1631.1085 | 406.3363 |
Avg Daily Profit (%) | 0.7549 | 0.7334 | 0.0215 | 0.1685 | 0.1569 | 0.0892 |
Buy And Hold Return (%) | 628.1506 | 628.1506 | 628.1506 | 628.1506 | 628.1506 | 628.1506 |
Max Trade Drawdown | -119197 | -122067 | -64585 | -2348728 | -1923338 | -783107 |
Profit Factor | 3.3573 | 4.9658 | 1.159 | 1.296 | 1.3698 | 1.1643 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 46.3918 | 37.5 | 55.102 | 46.3918 | 37.5 | 55.102 |
Ratio Avg Win / Avg Loss | 3.8796 | 8.2764 | 0.9443 | 1.4976 | 2.2831 | 0.9487 |
Largest Winning Trade | 669195 | 669195 | 77988 | 1197252 | 1197252 | 817523 |
Largest Losing Trade | -46490 | -33119 | -46490 | -874946 | -874946 | -422075 |
Avg Bars in Trades | 72 | 98 | 47 | 72 | 98 | 47 |
Avg Bars in Winners | 91 | 140 | 58 | 91 | 140 | 58 |
Avg Bars in Losers | 56 | 73 | 34 | 56 | 73 | 34 |
Bars Traded | 7061 | 4733 | 2328 | 7061 | 4733 | 2328 |
Profit Streak | 61.6495 | 92.6495 | 61.6495 | 61.6495 | 92.6495 | 61.6495 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481777 | 377657 | -375928 | 171486 | 72299 | -279785 |
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{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 130 } }, "second_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 2 } } }
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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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