Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206426.4664 | 134185.7776 | 72240.6888 | 310243.7535 | 287723.848 | 22519.9055 |
Total P&L (%) | 206.4265 | 134.1858 | 72.2407 | 310.2438 | 287.7238 | 22.5199 |
Avg Daily Profit (%) | 0.3963 | 0.2576 | 0.1387 | 0.2714 | 0.2605 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70136 | -67825 | -39076 | -313915 | -137770 | -237870 |
Profit Factor | 1.432 | 1.6134 | 1.2789 | 1.1988 | 1.4297 | 1.0253 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Profitability (%) | 41.1321 | 40.6015 | 41.6667 | 41.1321 | 40.6015 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.0495 | 2.3604 | 1.7904 | 1.7157 | 2.0916 | 1.4354 |
Largest Winning Trade | 53396 | 53396 | 21645 | 126344 | 126344 | 74254 |
Largest Losing Trade | -22408 | -22408 | -15133 | -70694 | -70694 | -43221 |
Avg Bars in Trades | 93 | 63 | 123 | 93 | 63 | 123 |
Avg Bars in Winners | 150 | 105 | 194 | 150 | 105 | 194 |
Avg Bars in Losers | 53 | 35 | 72 | 53 | 35 | 72 |
Bars Traded | 24748 | 8491 | 16257 | 24748 | 8491 | 16257 |
Profit Streak | 3.8042 | 3.8042 | 6.2417 | 3.8042 | 3.8042 | 6.2417 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314191 | 228288 | -10122 | 177176 | 190783 | -342055 |
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{ "first_band": { "type": "kcu", "factors": { "length": 153, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "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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