Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377423.3728 | 257057.0859 | 120366.287 | 169034.6382 | 249335.3372 | -80300.699 |
Total P&L (%) | 377.4234 | 257.0571 | 120.3663 | 169.0346 | 249.3353 | -80.3007 |
Avg Daily Profit (%) | 0.2242 | 0.1527 | 0.0715 | 0.0588 | 0.0743 | -0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148276 | -130297 | -71222 | -281115 | -127951 | -327106 |
Profit Factor | 1.4326 | 1.5709 | 1.2851 | 1.1079 | 1.3413 | 0.9039 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 42.7136 | 41 | 44.4444 | 42.7136 | 41 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9214 | 2.2606 | 1.6064 | 1.4859 | 1.9301 | 1.1299 |
Largest Winning Trade | 153801 | 153801 | 44063 | 168083 | 168083 | 128872 |
Largest Losing Trade | -45084 | -29175 | -45084 | -240033 | -99972 | -240033 |
Avg Bars in Trades | 100 | 113 | 86 | 100 | 113 | 86 |
Avg Bars in Winners | 141 | 172 | 113 | 141 | 172 | 113 |
Avg Bars in Losers | 69 | 72 | 64 | 69 | 72 | 64 |
Bars Traded | 19934 | 11360 | 8574 | 19934 | 11360 | 8574 |
Profit Streak | 34.6032 | 34.6032 | 38.0198 | 34.6032 | 34.6032 | 38.0198 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325241 | 245585 | -98263 | -217013 | -95484 | -581016 |
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 45, "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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