Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88119.2034 | 52901.8617 | 35217.3417 | 90573.1693 | 53775.7608 | 36797.4085 |
Total P&L (%) | 88.1192 | 52.9019 | 35.2173 | 90.5732 | 53.7758 | 36.7974 |
Avg Daily Profit (%) | 0.3384 | 0.2031 | 0.1352 | 0.2479 | 0.1654 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44988 | -27635 | -34336 | -71102 | -42577 | -60145 |
Profit Factor | 1.4346 | 1.4689 | 1.3916 | 1.3024 | 1.3249 | 1.2746 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 71.4286 | 62.5 | 80.3571 | 71.4286 | 62.5 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.5738 | 0.8813 | 0.3402 | 0.521 | 0.795 | 0.3116 |
Largest Winning Trade | 22997 | 22997 | 16774 | 31320 | 31320 | 19563 |
Largest Losing Trade | -20315 | -20159 | -20315 | -30511 | -26547 | -30511 |
Avg Bars in Trades | 218 | 288 | 148 | 218 | 288 | 148 |
Avg Bars in Winners | 135 | 176 | 102 | 135 | 176 | 102 |
Avg Bars in Losers | 426 | 474 | 334 | 426 | 474 | 334 |
Bars Traded | 24442 | 16129 | 8313 | 24442 | 16129 | 8313 |
Profit Streak | 2.3025 | 2.3025 | 16.6566 | 2.3025 | 2.3025 | 16.6566 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325629 | -175671 | -192212 | 268721 | -176815 | -212577 |
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{ "first_band": { "type": "kcu", "factors": { "length": 85, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 142, "offset": 173 } } }
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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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