Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80540.86 | 38147.1472 | 42393.7128 | 63862.7362 | 23111.8106 | 40750.9255 |
Total P&L (%) | 80.5409 | 38.1471 | 42.3937 | 63.8627 | 23.1118 | 40.7509 |
Avg Daily Profit (%) | 0.3093 | 0.1465 | 0.1628 | 0.1898 | 0.0799 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48632 | -36372 | -50960 | -64668 | -56705 | -62945 |
Profit Factor | 1.2004 | 1.1716 | 1.2361 | 1.1106 | 1.0719 | 1.1592 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 54.9521 | 54.4872 | 55.414 | 54.9521 | 54.4872 | 55.414 |
Ratio Avg Win / Avg Loss | 0.9841 | 0.9786 | 0.9946 | 0.9105 | 0.8954 | 0.9327 |
Largest Winning Trade | 16230 | 13903 | 16230 | 17312 | 15303 | 17312 |
Largest Losing Trade | -21731 | -21731 | -18022 | -31521 | -31521 | -23521 |
Avg Bars in Trades | 77 | 103 | 50 | 77 | 103 | 50 |
Avg Bars in Winners | 63 | 81 | 46 | 63 | 81 | 46 |
Avg Bars in Losers | 93 | 130 | 55 | 93 | 130 | 55 |
Bars Traded | 24146 | 16197 | 7949 | 24146 | 16197 | 7949 |
Profit Streak | 7.028 | 7.028 | 8.6947 | 7.028 | 7.028 | 8.6947 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321089 | -32711 | 161619 | -90810 | -233594 | -65695 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 200, "offset": 0, "scalar": 1 } } }
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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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