Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813745.1808 | 546385.2248 | 267359.956 | 3573825.0852 | -808575.1259 | 4382400.2111 |
Total P&L (%) | 813.7452 | 546.3852 | 267.36 | 3573.8251 | -808.5751 | 4382.4002 |
Avg Daily Profit (%) | 0.4493 | 0.3017 | 0.1476 | 0.1992 | 0 | 0.2102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64048 | -65312 | -42185 | -3926654 | -4059693 | -2469180 |
Profit Factor | 3.1447 | 4.0139 | 2.3494 | 1.2039 | 0.9045 | 1.484 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 48.6111 | 47.2222 | 50 | 48.6111 | 47.2222 | 50 |
Ratio Avg Win / Avg Loss | 3.3244 | 4.4861 | 2.3494 | 1.2727 | 1.011 | 1.484 |
Largest Winning Trade | 488504 | 488504 | 62697 | 2315376 | 2315376 | 2118182 |
Largest Losing Trade | -31334 | -31334 | -30854 | -2249989 | -2249989 | -1674129 |
Avg Bars in Trades | 144 | 101 | 188 | 144 | 101 | 188 |
Avg Bars in Winners | 209 | 142 | 273 | 209 | 142 | 273 |
Avg Bars in Losers | 83 | 64 | 103 | 83 | 64 | 103 |
Bars Traded | 10436 | 3648 | 6788 | 10436 | 3648 | 6788 |
Profit Streak | 54.1948 | 0 | 74.6948 | 54.1948 | 0 | 74.6948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67577 | 536272 | 326349 | -76227 | -580193 | 356009 |
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{ "first_band": { "type": "kcu", "factors": { "length": 230, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 91, "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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