Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239702.0905 | 179521.3876 | 60180.703 | -3766.2245 | 181425.4983 | -185191.7228 |
Total P&L (%) | 239.7021 | 179.5214 | 60.1807 | -3.7662 | 181.4255 | -185.1917 |
Avg Daily Profit (%) | 0.1695 | 0.1269 | 0.0425 | -0.0027 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115868 | -76932 | -95241 | -499814 | -164941 | -395565 |
Profit Factor | 1.3897 | 1.4564 | 1.2714 | 0.9968 | 1.3097 | 0.6771 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 72.3005 | 73.5849 | 71.028 | 72.3005 | 73.5849 | 71.028 |
Ratio Avg Win / Avg Loss | 0.5324 | 0.5228 | 0.5186 | 0.3819 | 0.4702 | 0.2762 |
Largest Winning Trade | 58488 | 58488 | 21619 | 103182 | 103182 | 30908 |
Largest Losing Trade | -76732 | -76732 | -58981 | -343861 | -164941 | -343861 |
Avg Bars in Trades | 78 | 136 | 20 | 78 | 136 | 20 |
Avg Bars in Winners | 33 | 54 | 12 | 33 | 54 | 12 |
Avg Bars in Losers | 194 | 366 | 39 | 194 | 366 | 39 |
Bars Traded | 16649 | 14482 | 2167 | 16649 | 14482 | 2167 |
Profit Streak | 13.5511 | 0 | 46.8011 | 13.5511 | 0 | 46.8011 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393583 | -21140 | -134057 | -576170 | -93693 | -576347 |
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 187, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 187, "offset": 0, "scalar": 2 } } }
# | 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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