Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156471.2441 | 158563.6686 | -2092.4245 | -2490.2386 | 32405.9596 | -34896.1983 |
Total P&L (%) | 156.4712 | 158.5637 | -2.0924 | -2.4902 | 32.406 | -34.8962 |
Avg Daily Profit (%) | 0.1502 | 0.1522 | -0.002 | -0.0024 | 0.027 | -0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108751 | -102527 | -64185 | -73971 | -66447 | -65744 |
Profit Factor | 1.17 | 1.3455 | 0.9955 | 0.9956 | 1.1185 | 0.8831 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 211 | 95 | 116 | 211 | 95 | 116 |
Losing Trades | 199 | 110 | 89 | 199 | 110 | 89 |
Profitability (%) | 51.4634 | 46.3415 | 56.5854 | 51.4634 | 46.3415 | 56.5854 |
Ratio Avg Win / Avg Loss | 1.1034 | 1.558 | 0.7638 | 0.939 | 1.2951 | 0.6775 |
Largest Winning Trade | 63383 | 63383 | 21107 | 31278 | 31278 | 9641 |
Largest Losing Trade | -32503 | -30334 | -32503 | -26699 | -19518 | -26699 |
Avg Bars in Trades | 60 | 73 | 46 | 60 | 73 | 46 |
Avg Bars in Winners | 59 | 73 | 47 | 59 | 73 | 47 |
Avg Bars in Losers | 61 | 74 | 46 | 61 | 74 | 46 |
Bars Traded | 24785 | 15156 | 9629 | 24785 | 15156 | 9629 |
Profit Streak | 7.8019 | 18.5935 | 7.8019 | 7.8019 | 18.5935 | 7.8019 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22903 | 300330 | -578730 | -577309 | -250275 | -578730 |
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{ "first_band": { "type": "dcl", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 5 } } }
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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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