Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316886.4172 | 240194.5699 | 76691.8473 | 38089.1564 | -35289.6769 | 73378.8332 |
Total P&L (%) | 316.8864 | 240.1946 | 76.6918 | 38.0892 | -35.2897 | 73.3788 |
Avg Daily Profit (%) | 0.2342 | 0.1775 | 0.0567 | 0.0239 | -0.0322 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139415 | -104196 | -74399 | -148716 | -191479 | -64377 |
Profit Factor | 1.6312 | 1.7947 | 1.3839 | 1.0631 | 0.9124 | 1.3649 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 60.274 | 52.7778 | 67.5676 | 60.274 | 52.7778 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.0751 | 1.6057 | 0.6643 | 0.7007 | 0.8164 | 0.6552 |
Largest Winning Trade | 231248 | 231248 | 24852 | 126554 | 126554 | 39628 |
Largest Losing Trade | -50280 | -50280 | -36076 | -112453 | -112453 | -55151 |
Avg Bars in Trades | 107 | 165 | 51 | 107 | 165 | 51 |
Avg Bars in Winners | 93 | 153 | 47 | 93 | 153 | 47 |
Avg Bars in Losers | 129 | 178 | 61 | 129 | 178 | 61 |
Bars Traded | 7870 | 5947 | 1923 | 7870 | 5947 | 1923 |
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 | -64777 | 402859 | -116034 | -390885 | -580420 | -137480 |
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{ "first_band": { "type": "dcl", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "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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