Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87969.8172 | 76828.9903 | 11140.8269 | 11682.1046 | -8691.2797 | 20373.3843 |
Total P&L (%) | 87.9698 | 76.829 | 11.1408 | 11.6821 | -8.6913 | 20.3734 |
Avg Daily Profit (%) | 0.1689 | 0.1475 | 0.0214 | 0.0212 | -0.0175 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100752 | -91397 | -18563 | -266170 | -254868 | -29346 |
Profit Factor | 1.3301 | 1.3609 | 1.208 | 1.024 | 0.9789 | 1.2774 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 52.3364 | 56.6038 | 48.1481 | 52.3364 | 56.6038 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.2114 | 1.0433 | 1.3009 | 0.9326 | 0.7505 | 1.3757 |
Largest Winning Trade | 84714 | 84714 | 6868 | 155655 | 155655 | 23310 |
Largest Losing Trade | -48683 | -48683 | -5838 | -145057 | -145057 | -8778 |
Avg Bars in Trades | 213 | 412 | 18 | 213 | 412 | 18 |
Avg Bars in Winners | 121 | 210 | 18 | 121 | 210 | 18 |
Avg Bars in Losers | 314 | 676 | 17 | 314 | 676 | 17 |
Bars Traded | 22864 | 21877 | 987 | 22864 | 21877 | 987 |
Profit Streak | 47.7537 | 47.7745 | 47.7537 | 47.7537 | 47.7745 | 47.7537 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310712 | -174874 | -475554 | -472700 | -759985 | -332527 |
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{ "first_band": { "type": "dcl", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 1 } } }
# | 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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