Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369035.3264 | 131721.1348 | 237314.1916 | 519021.6323 | -133816.1299 | 652837.7622 |
Total P&L (%) | 369.0353 | 131.7211 | 237.3142 | 519.0216 | -133.8161 | 652.8378 |
Avg Daily Profit (%) | 0.2441 | 0.0871 | 0.157 | 0.1206 | 0 | 0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95964 | -101271 | -61640 | -955892 | -1057061 | -530733 |
Profit Factor | 1.9653 | 1.6315 | 2.3662 | 1.2097 | 0.905 | 1.612 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 50.5747 | 41.8605 | 59.0909 | 50.5747 | 41.8605 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.9206 | 2.2659 | 1.6381 | 1.1822 | 1.257 | 1.116 |
Largest Winning Trade | 187202 | 187202 | 54448 | 740216 | 740216 | 440963 |
Largest Losing Trade | -28511 | -22141 | -28511 | -324399 | -260685 | -324399 |
Avg Bars in Trades | 100 | 88 | 111 | 100 | 88 | 111 |
Avg Bars in Winners | 126 | 95 | 148 | 126 | 95 | 148 |
Avg Bars in Losers | 72 | 83 | 57 | 72 | 83 | 57 |
Bars Traded | 8700 | 3810 | 4890 | 8700 | 3810 | 4890 |
Profit Streak | 48.7365 | 48.7365 | 78.0698 | 48.7365 | 48.7365 | 78.0698 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489145 | -75686 | 517203 | -30148 | -581236 | -9709 |
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{ "first_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 89, "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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