Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387554.5218 | 347465.6733 | 40088.8484 | 150310.9211 | 176397.422 | -26086.5008 |
Total P&L (%) | 387.5545 | 347.4657 | 40.0888 | 150.3109 | 176.3974 | -26.0865 |
Avg Daily Profit (%) | 0.1861 | 0.1669 | 0.0193 | 0.0441 | 0.0488 | -0.0145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204563 | -75641 | -240972 | -198955 | -50478 | -186525 |
Profit Factor | 1.389 | 1.8853 | 1.0664 | 1.2048 | 1.6125 | 0.9415 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 43.4043 | 44.0678 | 42.735 | 43.4043 | 44.0678 | 42.735 |
Ratio Avg Win / Avg Loss | 1.8112 | 2.3929 | 1.429 | 1.571 | 2.0466 | 1.2616 |
Largest Winning Trade | 127207 | 127207 | 51233 | 81883 | 81883 | 63667 |
Largest Losing Trade | -40295 | -36859 | -40295 | -51451 | -29082 | -51451 |
Avg Bars in Trades | 105 | 66 | 143 | 105 | 66 | 143 |
Avg Bars in Winners | 165 | 99 | 234 | 165 | 99 | 234 |
Avg Bars in Losers | 58 | 41 | 76 | 58 | 41 | 76 |
Bars Traded | 24722 | 7884 | 16837 | 24722 | 7884 | 16837 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284619 | 301284 | -319904 | -134769 | -127192 | -582179 |
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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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