Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240809.2152 | 245396.214 | -4586.9988 | -6094.984 | 88182.6913 | -94277.6752 |
Total P&L (%) | 240.8092 | 245.3962 | -4.587 | -6.095 | 88.1827 | -94.2777 |
Avg Daily Profit (%) | 0.1944 | 0.1981 | -0.0037 | -0.0051 | 0.051 | -0.2306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244526 | -162448 | -93192 | -1572478 | -1049849 | -567969 |
Profit Factor | 1.2674 | 1.4467 | 0.9869 | 0.9987 | 1.0296 | 0.9491 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Losing Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Profitability (%) | 50.3731 | 53.7313 | 47.0149 | 50.3731 | 53.7313 | 47.0149 |
Ratio Avg Win / Avg Loss | 1.2486 | 1.2458 | 1.1123 | 0.9839 | 0.8866 | 1.0696 |
Largest Winning Trade | 210644 | 210644 | 16975 | 579102 | 579102 | 177383 |
Largest Losing Trade | -47079 | -47079 | -24182 | -466980 | -466980 | -170508 |
Avg Bars in Trades | 54 | 95 | 13 | 54 | 95 | 13 |
Avg Bars in Winners | 54 | 87 | 16 | 54 | 87 | 16 |
Avg Bars in Losers | 53 | 103 | 9 | 53 | 103 | 9 |
Bars Traded | 14501 | 12741 | 1760 | 14501 | 12741 | 1760 |
Profit Streak | 0 | 0 | 16.415 | 0 | 0 | 16.415 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320673 | 319314 | -579618 | -579327 | -314133 | -579618 |
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{ "first_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } } }
# | 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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