Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71496.5417 | 1218.5486 | 70277.9931 | 82169.4245 | -2083.2817 | 84252.7061 |
Total P&L (%) | 71.4965 | 1.2185 | 70.278 | 82.1694 | -2.0833 | 84.2527 |
Avg Daily Profit (%) | 0.2745 | 0.0047 | 0.2699 | 0.2306 | -0.0081 | 0.235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43909 | -15967 | -31923 | -87659 | -30693 | -65102 |
Profit Factor | 1.5126 | 1.0286 | 1.7252 | 1.3085 | 0.9728 | 1.4439 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 50.8065 | 53.2258 | 48.3871 | 50.8065 | 53.2258 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.4646 | 0.9039 | 1.8402 | 1.267 | 0.8549 | 1.5401 |
Largest Winning Trade | 14990 | 7097 | 14990 | 23591 | 9940 | 23591 |
Largest Losing Trade | -13827 | -5015 | -13827 | -29048 | -8451 | -29048 |
Avg Bars in Trades | 198 | 22 | 374 | 198 | 22 | 374 |
Avg Bars in Winners | 189 | 18 | 376 | 189 | 18 | 376 |
Avg Bars in Losers | 208 | 27 | 372 | 208 | 27 | 372 |
Bars Traded | 24650 | 1424 | 23226 | 24650 | 1424 | 23226 |
Profit Streak | 0 | 0 | 5.6635 | 0 | 0 | 5.6635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312448 | -697933 | -144011 | 254024 | -735657 | -145505 |
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{ "first_band": { "type": "dcu", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 166, "offset": 0, "scalar": 4 } } }
# | 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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