Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374423.9128 | 324379.8188 | 50044.0939 | 225900.7036 | 545704.2812 | -319803.5776 |
Total P&L (%) | 374.4239 | 324.3798 | 50.0441 | 225.9007 | 545.7043 | -319.8036 |
Avg Daily Profit (%) | 0.16 | 0.1386 | 0.0214 | 0.0505 | 0.0797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95662 | -79006 | -77306 | -1098501 | -730124 | -517505 |
Profit Factor | 1.6496 | 2.0748 | 1.1823 | 1.0628 | 1.2793 | 0.8055 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 45.2991 | 46.5517 | 44.0678 | 45.2991 | 46.5517 | 44.0678 |
Ratio Avg Win / Avg Loss | 1.992 | 2.3821 | 1.5006 | 1.2834 | 1.4688 | 1.0224 |
Largest Winning Trade | 181394 | 181394 | 52245 | 716334 | 716334 | 242564 |
Largest Losing Trade | -29820 | -29820 | -27491 | -319083 | -319083 | -303324 |
Avg Bars in Trades | 112 | 157 | 67 | 112 | 157 | 67 |
Avg Bars in Winners | 159 | 227 | 88 | 159 | 227 | 88 |
Avg Bars in Losers | 73 | 96 | 51 | 73 | 96 | 51 |
Bars Traded | 13126 | 9132 | 3994 | 13126 | 9132 | 3994 |
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 | 319896 | -185412 | -363513 | -278458 | -267500 | -758098 |
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{ "first_band": { "type": "kcu", "factors": { "length": 243, "offset": 69, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 80, "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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