Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62613.3755 | 1412.8969 | 61200.4787 | 40264.8514 | -500.3918 | 40765.2432 |
Total P&L (%) | 62.6134 | 1.4129 | 61.2005 | 40.2649 | -0.5004 | 40.7652 |
Avg Daily Profit (%) | 0.2404 | 0.0054 | 0.235 | 0.13 | -0.0019 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53896 | -9565 | -57787 | -88596 | -13828 | -90588 |
Profit Factor | 1.4598 | 1.0446 | 1.5856 | 1.1921 | 0.9888 | 1.2475 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 45.0704 | 33.3333 | 57.1429 | 45.0704 | 33.3333 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7791 | 2.0892 | 1.1892 | 1.4529 | 1.9777 | 0.9356 |
Largest Winning Trade | 63317 | 11351 | 63317 | 65686 | 13775 | 65686 |
Largest Losing Trade | -16709 | -3502 | -16709 | -28254 | -4771 | -28254 |
Avg Bars in Trades | 332 | 21 | 652 | 332 | 21 | 652 |
Avg Bars in Winners | 568 | 38 | 886 | 568 | 38 | 886 |
Avg Bars in Losers | 139 | 13 | 340 | 139 | 13 | 340 |
Bars Traded | 23623 | 787 | 22836 | 23623 | 787 | 22836 |
Profit Streak | 7.809 | 21.4445 | 0 | 7.809 | 21.4445 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84268 | -528473 | 312618 | -124748 | -584773 | -22165 |
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{ "first_band": { "type": "kcu", "factors": { "length": 235, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "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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