Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124760.2415 | 27166.0699 | 97594.1716 | 173347.2374 | 43537.6034 | 129809.634 |
Total P&L (%) | 124.7602 | 27.1661 | 97.5942 | 173.3472 | 43.5376 | 129.8096 |
Avg Daily Profit (%) | 0.4791 | 0.1043 | 0.3748 | 0.3869 | 0.1389 | 0.32 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40551 | -14406 | -38139 | -121331 | -38268 | -118002 |
Profit Factor | 1.6453 | 1.3801 | 1.8009 | 1.3521 | 1.2462 | 1.4115 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 44.1558 | 38.961 | 49.3506 | 44.1558 | 38.961 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.0809 | 2.1621 | 1.8483 | 1.71 | 1.9525 | 1.4486 |
Largest Winning Trade | 34066 | 34066 | 25106 | 59909 | 59909 | 45621 |
Largest Losing Trade | -13985 | -4009 | -13985 | -44071 | -10913 | -44071 |
Avg Bars in Trades | 160 | 30 | 290 | 160 | 30 | 290 |
Avg Bars in Winners | 266 | 40 | 444 | 266 | 40 | 444 |
Avg Bars in Losers | 76 | 24 | 139 | 76 | 24 | 139 |
Bars Traded | 24701 | 2360 | 22341 | 24701 | 2360 | 22341 |
Profit Streak | 18.9017 | 18.9017 | 19.485 | 18.9017 | 18.9017 | 19.485 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422403 | -102205 | -30010 | 336354 | -55757 | -33129 |
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{ "first_band": { "type": "kcu", "factors": { "length": 214, "offset": 178, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 41, "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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