Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318068.146 | 56215.3087 | 261852.8373 | 402699.7611 | -12919.6688 | 415619.4299 |
Total P&L (%) | 318.0681 | 56.2153 | 261.8528 | 402.6998 | -12.9197 | 415.6194 |
Avg Daily Profit (%) | 0.2107 | 0.0372 | 0.1735 | 0.107 | -0.0092 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68540 | -57038 | -63444 | -232373 | -182790 | -213372 |
Profit Factor | 1.8955 | 1.2696 | 2.7853 | 1.4188 | 0.9755 | 1.9573 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 60.7595 | 51.2821 | 70 | 60.7595 | 51.2821 | 70 |
Ratio Avg Win / Avg Loss | 1.2242 | 1.2061 | 1.1937 | 0.9163 | 0.9267 | 0.8388 |
Largest Winning Trade | 103946 | 103946 | 36550 | 130487 | 130487 | 74731 |
Largest Losing Trade | -62782 | -40105 | -62782 | -211764 | -116151 | -211764 |
Avg Bars in Trades | 53 | 69 | 38 | 53 | 69 | 38 |
Avg Bars in Winners | 52 | 72 | 37 | 52 | 72 | 37 |
Avg Bars in Losers | 55 | 66 | 38 | 55 | 66 | 38 |
Bars Traded | 4239 | 2718 | 1521 | 4239 | 2718 | 1521 |
Profit Streak | 4.6492 | 0 | 15.9825 | 4.6492 | 0 | 15.9825 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19018 | -143990 | 550418 | -80183 | -580591 | -43235 |
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{ "first_band": { "type": "dcl", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 43, "offset": 129, "scalar": 4 } } }
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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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