Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382779.8768 | 383196.694 | -416.8172 | -121230.7483 | 176268.1731 | -297498.9214 |
Total P&L (%) | 382.7799 | 383.1967 | -0.4168 | -121.2307 | 176.2682 | -297.4989 |
Avg Daily Profit (%) | 0.2077 | 0.2079 | -0.0002 | 0 | 0.0552 | 0 |
Buy And Hold Return (%) | 95.2441 | 95.2441 | 95.2441 | 95.2441 | 95.2441 | 95.2441 |
Max Trade Drawdown | -112611 | -98041 | -142402 | -339723 | -41536 | -387806 |
Profit Factor | 1.3441 | 1.6899 | 0.9993 | 0.8191 | 2.0039 | 0.3986 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 291 | 142 | 149 | 105 | 59 | 46 |
Losing Trades | 92 | 49 | 43 | 278 | 132 | 146 |
Profitability (%) | 75.9791 | 74.3456 | 77.6042 | 27.4151 | 30.8901 | 23.9583 |
Ratio Avg Win / Avg Loss | 0.4249 | 0.5831 | 0.2884 | 2.1688 | 4.4832 | 1.2651 |
Largest Winning Trade | 73196 | 73196 | 18365 | 43488 | 39365 | 43488 |
Largest Losing Trade | -102570 | -51151 | -102570 | -247349 | -19116 | -247349 |
Avg Bars in Trades | 55 | 75 | 35 | 55 | 75 | 35 |
Avg Bars in Winners | 27 | 34 | 21 | 126 | 168 | 72 |
Avg Bars in Losers | 144 | 194 | 87 | 28 | 33 | 24 |
Bars Traded | 21257 | 14381 | 6876 | 21257 | 14381 | 6876 |
Profit Streak | 22.3073 | 0 | 22.3907 | 0 | 42.224 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363112 | 342425 | -576201 | -595168 | -129344 | -613067 |
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 165, "offset": 0, "scalar": 5 } } }
# | 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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