Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70704.219 | 35817.225 | 34886.994 | 65640.4859 | 26433.9507 | 39206.5352 |
Total P&L (%) | 70.7042 | 35.8172 | 34.887 | 65.6405 | 26.434 | 39.2065 |
Avg Daily Profit (%) | 0.2715 | 0.1375 | 0.134 | 0.194 | 0.0901 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40756 | -26852 | -32461 | -39388 | -33258 | -32732 |
Profit Factor | 1.2675 | 1.2542 | 1.2826 | 1.2438 | 1.1843 | 1.3118 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 57.7889 | 58 | 57.5758 | 57.7889 | 58 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.9258 | 0.9082 | 0.945 | 0.9085 | 0.8576 | 0.9666 |
Largest Winning Trade | 12129 | 12129 | 11462 | 11593 | 11071 | 11593 |
Largest Losing Trade | -24736 | -24736 | -14568 | -24016 | -24016 | -13744 |
Avg Bars in Trades | 121 | 81 | 161 | 121 | 81 | 161 |
Avg Bars in Winners | 127 | 102 | 153 | 127 | 102 | 153 |
Avg Bars in Losers | 111 | 52 | 171 | 111 | 52 | 171 |
Bars Traded | 24086 | 8147 | 15939 | 24086 | 8147 | 15939 |
Profit Streak | 9.2261 | 9.2261 | 20.5491 | 9.2261 | 9.2261 | 20.5491 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313071 | -13414 | -17742 | 273556 | -95135 | -26329 |
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{ "first_band": { "type": "kcu", "factors": { "length": 102, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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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