Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568115.6277 | 442018.4665 | 126097.1612 | 3992228.0581 | 2582308.1825 | 1409919.8756 |
Total P&L (%) | 568.1156 | 442.0185 | 126.0972 | 3992.2281 | 2582.3082 | 1409.9199 |
Avg Daily Profit (%) | 0.2273 | 0.1769 | 0.0505 | 0.1486 | 0.1317 | 0.1087 |
Buy And Hold Return (%) | 254.9007 | 254.9007 | 254.9007 | 254.9007 | 254.9007 | 254.9007 |
Max Trade Drawdown | -95564 | -97038 | -29686 | -998222 | -1007484 | -259622 |
Profit Factor | 2.2604 | 2.3974 | 1.9379 | 1.9163 | 1.7728 | 2.3887 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 67.1141 | 70.2703 | 64 | 67.1141 | 70.2703 | 64 |
Ratio Avg Win / Avg Loss | 1.1076 | 1.0143 | 1.0901 | 0.939 | 0.75 | 1.3436 |
Largest Winning Trade | 49411 | 49411 | 18698 | 668925 | 668925 | 375155 |
Largest Losing Trade | -62726 | -62726 | -18461 | -635971 | -635971 | -188599 |
Avg Bars in Trades | 96 | 178 | 16 | 96 | 178 | 16 |
Avg Bars in Winners | 66 | 111 | 17 | 66 | 111 | 17 |
Avg Bars in Losers | 158 | 334 | 15 | 158 | 334 | 15 |
Bars Traded | 14437 | 13179 | 1258 | 14437 | 13179 | 1258 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313621 | -59335 | -343327 | 333119 | -77757 | -99609 |
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{ "first_band": { "type": "dcl", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 171, "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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