Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166141.7911 | 1208803.2673 | -42661.4762 | 264622.616 | 981850.3118 | -717227.6958 |
Total P&L (%) | 1166.1418 | 1208.8033 | -42.6615 | 264.6226 | 981.8503 | -717.2277 |
Avg Daily Profit (%) | 0.6413 | 0.6648 | -0.0235 | 0.0712 | 0.131 | 0 |
Buy And Hold Return (%) | 603.9608 | 603.9608 | 603.9608 | 603.9608 | 603.9608 | 603.9608 |
Max Trade Drawdown | -157829 | -78179 | -112316 | -1397054 | -917731 | -793805 |
Profit Factor | 2.1385 | 3.6942 | 0.9259 | 1.0451 | 1.3558 | 0.7693 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 43.1579 | 45.2632 | 41.0526 | 43.1579 | 45.2632 | 41.0526 |
Ratio Avg Win / Avg Loss | 2.8166 | 4.4674 | 1.3295 | 1.3765 | 1.6396 | 1.1046 |
Largest Winning Trade | 829150 | 829150 | 48152 | 1057930 | 1057930 | 291236 |
Largest Losing Trade | -33782 | -33305 | -33782 | -319107 | -297339 | -319107 |
Avg Bars in Trades | 111 | 140 | 83 | 111 | 140 | 83 |
Avg Bars in Winners | 140 | 170 | 106 | 140 | 170 | 106 |
Avg Bars in Losers | 90 | 115 | 67 | 90 | 115 | 67 |
Bars Traded | 21252 | 13345 | 7907 | 21252 | 13345 | 7907 |
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 | 246997 | 353717 | -582891 | -436280 | -27663 | -582891 |
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{ "first_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 137, "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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