Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176760.0617 | 165502.5652 | 11257.4964 | 7011.7064 | -135226.8823 | 142238.5886 |
Total P&L (%) | 176.7601 | 165.5026 | 11.2575 | 7.0117 | -135.2269 | 142.2386 |
Avg Daily Profit (%) | 0.1697 | 0.1589 | 0.0108 | 0.0065 | 0 | 0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110107 | -85897 | -39939 | -473503 | -472814 | -56946 |
Profit Factor | 1.3976 | 1.5577 | 1.0762 | 1.0066 | 0.8446 | 1.7351 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 58.8785 | 56.6038 | 61.1111 | 58.8785 | 56.6038 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9761 | 1.1942 | 0.6848 | 0.703 | 0.6476 | 1.1041 |
Largest Winning Trade | 89849 | 89849 | 13431 | 188138 | 188138 | 42183 |
Largest Losing Trade | -73143 | -73143 | -21798 | -419279 | -419279 | -27800 |
Avg Bars in Trades | 218 | 401 | 39 | 218 | 401 | 39 |
Avg Bars in Winners | 118 | 211 | 33 | 118 | 211 | 33 |
Avg Bars in Losers | 362 | 649 | 48 | 362 | 649 | 48 |
Bars Traded | 23424 | 21288 | 2136 | 23424 | 21288 | 2136 |
Profit Streak | 14.0838 | 0 | 44.1254 | 14.0838 | 0 | 44.1254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302654 | -170270 | -621501 | -562822 | -759977 | -255388 |
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{ "first_band": { "type": "dcl", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 2 } } }
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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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