Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120276.9252 | 67071.7741 | 53205.1511 | 143750.1327 | 89970.4408 | 53779.6919 |
Total P&L (%) | 120.2769 | 67.0718 | 53.2052 | 143.7501 | 89.9704 | 53.7797 |
Avg Daily Profit (%) | 0.4619 | 0.2576 | 0.2043 | 0.3427 | 0.2467 | 0.1654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46960 | -32888 | -49460 | -119071 | -79759 | -126233 |
Profit Factor | 1.3838 | 1.4076 | 1.3574 | 1.2148 | 1.2597 | 1.1666 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 56.0166 | 56.6667 | 55.3719 | 56.0166 | 56.6667 | 55.3719 |
Ratio Avg Win / Avg Loss | 1.0865 | 1.0764 | 1.094 | 0.9539 | 0.9633 | 0.9403 |
Largest Winning Trade | 33702 | 33702 | 14285 | 55526 | 55526 | 25841 |
Largest Losing Trade | -17964 | -15805 | -17964 | -43756 | -39339 | -43756 |
Avg Bars in Trades | 99 | 141 | 58 | 99 | 141 | 58 |
Avg Bars in Winners | 92 | 123 | 60 | 92 | 123 | 60 |
Avg Bars in Losers | 110 | 165 | 57 | 110 | 165 | 57 |
Bars Traded | 24097 | 16972 | 7125 | 24097 | 16972 | 7125 |
Profit Streak | 0 | 7.3515 | 0 | 0 | 7.3515 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399612 | 308633 | 217463 | 265790 | 219786 | -33579 |
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{ "first_band": { "type": "dcl", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 5 } } }
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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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