Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111642.4028 | 28464.5781 | 83177.8248 | -56971.6911 | -18117.0236 | -38854.6675 |
Total P&L (%) | 111.6424 | 28.4646 | 83.1778 | -56.9717 | -18.117 | -38.8547 |
Avg Daily Profit (%) | 0.2144 | 0.0547 | 0.1597 | -0.1618 | -0.0384 | -0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101235 | -31042 | -101497 | -150691 | -44823 | -148861 |
Profit Factor | 1.5236 | 1.5526 | 1.5144 | 0.7647 | 0.6704 | 0.7924 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 65.3846 | 64.1026 | 66.6667 | 65.3846 | 64.1026 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8066 | 0.8695 | 0.7572 | 0.4049 | 0.3754 | 0.3962 |
Largest Winning Trade | 36458 | 12233 | 36458 | 26044 | 5089 | 26044 |
Largest Losing Trade | -92781 | -8667 | -92781 | -133493 | -11121 | -133493 |
Avg Bars in Trades | 317 | 29 | 605 | 317 | 29 | 605 |
Avg Bars in Winners | 263 | 28 | 489 | 263 | 28 | 489 |
Avg Bars in Losers | 419 | 31 | 836 | 419 | 31 | 836 |
Bars Traded | 24744 | 1147 | 23597 | 24744 | 1147 | 23597 |
Profit Streak | 8.7083 | 0 | 8.8333 | 8.7083 | 0 | 8.8333 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28876 | -121665 | 334270 | -617182 | -579220 | -578496 |
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{ "first_band": { "type": "dcu", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 227, "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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