Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254182.647 | 108511.0064 | 145671.6407 | 348697.4573 | 110588.7556 | 238108.7017 |
Total P&L (%) | 254.1826 | 108.511 | 145.6716 | 348.6975 | 110.5888 | 238.1087 |
Avg Daily Profit (%) | 0.2721 | 0.1162 | 0.156 | 0.1609 | 0.0798 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84036 | -90523 | -39098 | -119766 | -107286 | -63717 |
Profit Factor | 1.7501 | 1.552 | 2.0237 | 1.7452 | 1.4159 | 2.1786 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 48.1928 | 39.0244 | 57.1429 | 48.1928 | 39.0244 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.8813 | 2.425 | 1.5178 | 1.8761 | 2.2124 | 1.6339 |
Largest Winning Trade | 76132 | 76132 | 31162 | 108989 | 108989 | 106604 |
Largest Losing Trade | -25324 | -25324 | -23140 | -62020 | -50020 | -62020 |
Avg Bars in Trades | 64 | 93 | 35 | 64 | 93 | 35 |
Avg Bars in Winners | 63 | 96 | 41 | 63 | 96 | 41 |
Avg Bars in Losers | 65 | 91 | 28 | 65 | 91 | 28 |
Bars Traded | 5348 | 3847 | 1501 | 5348 | 3847 | 1501 |
Profit Streak | 18.7123 | 18.7123 | 104.2123 | 18.7123 | 18.7123 | 104.2123 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397739 | -38837 | 482937 | 363159 | -88217 | -12319 |
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 156, "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) |
---|