Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101921.8421 | 73776.199 | 28145.643 | 74746.893 | 28052.3773 | 46694.5157 |
Total P&L (%) | 101.9218 | 73.7762 | 28.1456 | 74.7469 | 28.0524 | 46.6945 |
Avg Daily Profit (%) | 0.3827 | 0.277 | 0.1057 | 0.2098 | 0.0929 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44486 | -60322 | -47151 | -109925 | -115825 | -54603 |
Profit Factor | 1.3058 | 1.3424 | 1.2389 | 1.16 | 1.085 | 1.3405 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 66.3102 | 64.5161 | 68.0851 | 66.3102 | 64.5161 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.6634 | 0.7383 | 0.5807 | 0.5894 | 0.5968 | 0.6284 |
Largest Winning Trade | 17325 | 17325 | 6637 | 31763 | 31763 | 17009 |
Largest Losing Trade | -40226 | -40226 | -16013 | -109925 | -109925 | -16009 |
Avg Bars in Trades | 65 | 102 | 27 | 65 | 102 | 27 |
Avg Bars in Winners | 42 | 61 | 24 | 42 | 61 | 24 |
Avg Bars in Losers | 109 | 177 | 33 | 109 | 177 | 33 |
Bars Traded | 12161 | 9573 | 2588 | 12161 | 9573 | 2588 |
Profit Streak | 269.6582 | 0 | 269.7624 | 269.6582 | 0 | 269.7624 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357887 | 267577 | -55312 | -36159 | -200433 | -1974 |
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 125, "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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