Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259158.4776 | 181963.4918 | 77194.9858 | 1707411.0225 | 2844043.9736 | -1136632.9511 |
Total P&L (%) | 259.1585 | 181.9635 | 77.195 | 1707.411 | 2844.044 | -1136.633 |
Avg Daily Profit (%) | 0.136 | 0.0955 | 0.0405 | 0.152 | 0.1776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291582 | -36780 | -305633 | -10555603 | -1561346 | -10599611 |
Profit Factor | 1.2552 | 1.7196 | 1.1012 | 1.053 | 1.3226 | 0.9514 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 136 | 64 | 72 | 134 | 64 | 70 |
Losing Trades | 77 | 43 | 34 | 79 | 43 | 36 |
Profitability (%) | 63.8498 | 59.8131 | 67.9245 | 62.9108 | 59.8131 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.7107 | 1.1554 | 0.52 | 0.6208 | 0.8886 | 0.4893 |
Largest Winning Trade | 54690 | 28589 | 54690 | 2179815 | 969022 | 2179815 |
Largest Losing Trade | -191542 | -21539 | -191542 | -4603631 | -1388464 | -4603631 |
Avg Bars in Trades | 105 | 31 | 179 | 105 | 31 | 179 |
Avg Bars in Winners | 102 | 30 | 167 | 96 | 28 | 158 |
Avg Bars in Losers | 108 | 34 | 203 | 119 | 36 | 219 |
Bars Traded | 22386 | 3404 | 18982 | 22386 | 3404 | 18982 |
Profit Streak | 64.1495 | 64.1495 | 67.8162 | 64.1495 | 64.1495 | 67.8162 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8890 | -60966 | -245913 | -151897 | 316481 | -577589 |
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{ "first_band": { "type": "kcu", "factors": { "length": 48, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } } }
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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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