Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376559.6743 | 286757.7032 | 89801.9712 | 89606.4448 | -79427.9633 | 169034.4081 |
Total P&L (%) | 376.5597 | 286.7577 | 89.802 | 89.6064 | -79.428 | 169.0344 |
Avg Daily Profit (%) | 0.1583 | 0.1206 | 0.0378 | 0.0269 | -0.0665 | 0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143317 | -109286 | -74442 | -693408 | -683603 | -231105 |
Profit Factor | 1.3483 | 1.4589 | 1.1968 | 1.0258 | 0.9636 | 1.1315 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 52.8497 | 52.5773 | 53.125 | 52.8497 | 52.5773 | 53.125 |
Ratio Avg Win / Avg Loss | 1.2029 | 1.3159 | 1.056 | 0.9152 | 0.8692 | 0.9984 |
Largest Winning Trade | 75137 | 75137 | 40340 | 347727 | 347727 | 136366 |
Largest Losing Trade | -57501 | -57501 | -43624 | -371669 | -371669 | -138504 |
Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 55 | 68 | 42 | 55 | 68 | 42 |
Bars Traded | 9369 | 5255 | 4114 | 9369 | 5255 | 4114 |
Profit Streak | 0 | 0 | 152.3889 | 0 | 0 | 152.3889 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324861 | -30945 | -145819 | -349337 | -580739 | -214154 |
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{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 74, "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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