Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169761.8358 | 122930.0222 | 46831.8136 | 252949.9895 | 140290.2921 | 112659.6974 |
Total P&L (%) | 169.7618 | 122.93 | 46.8318 | 252.95 | 140.2903 | 112.6597 |
Avg Daily Profit (%) | 1.9556 | 1.4161 | 0.5395 | 1.4634 | 1.015 | 0.873 |
Buy And Hold Return (%) | 32.7234 | 32.7234 | 32.7234 | 32.7234 | 32.7234 | 32.7234 |
Max Trade Drawdown | -29008 | -20418 | -12203 | -104055 | -73264 | -37351 |
Profit Factor | 2.5985 | 2.9602 | 2.0769 | 1.9181 | 1.8361 | 2.0459 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 34.7222 | 30.5556 | 38.8889 | 34.7222 | 30.5556 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.8853 | 6.7278 | 3.2638 | 3.606 | 4.1729 | 3.2149 |
Largest Winning Trade | 101664 | 101664 | 14244 | 143350 | 143350 | 43499 |
Largest Losing Trade | -12203 | -11711 | -12203 | -37351 | -31471 | -37351 |
Avg Bars in Trades | 336 | 291 | 380 | 336 | 291 | 380 |
Avg Bars in Winners | 625 | 616 | 632 | 625 | 616 | 632 |
Avg Bars in Losers | 182 | 149 | 220 | 182 | 149 | 220 |
Bars Traded | 24204 | 10505 | 13699 | 24204 | 10505 | 13699 |
Profit Streak | 7.3754 | 7.3754 | 8.6393 | 7.3754 | 7.3754 | 8.6393 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72601 | 276068 | -22321 | -73133 | 202412 | 318065 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } } }
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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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