Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301876.7401 | 281986.7393 | 19890.0009 | 210647.7392 | 208733.6286 | 1914.1106 |
Total P&L (%) | 301.8767 | 281.9867 | 19.89 | 210.6477 | 208.7336 | 1.9141 |
Avg Daily Profit (%) | 0.1637 | 0.1529 | 0.0108 | 0.0615 | 0.0612 | 0.001 |
Buy And Hold Return (%) | 107.0911 | 107.0911 | 107.0911 | 107.0911 | 107.0911 | 107.0911 |
Max Trade Drawdown | -138468 | -142389 | -29860 | -670469 | -670265 | -109149 |
Profit Factor | 1.7363 | 1.8514 | 1.2525 | 1.1165 | 1.1388 | 1.0063 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 59.8131 | 66.0377 | 53.7037 | 59.8131 | 66.0377 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.1666 | 0.9521 | 1.0797 | 0.7502 | 0.5857 | 0.8675 |
Largest Winning Trade | 67269 | 67269 | 8026 | 172507 | 172507 | 33705 |
Largest Losing Trade | -67600 | -67600 | -14170 | -411935 | -411935 | -82141 |
Avg Bars in Trades | 186 | 366 | 9 | 186 | 366 | 9 |
Avg Bars in Winners | 72 | 124 | 9 | 72 | 124 | 9 |
Avg Bars in Losers | 356 | 837 | 9 | 356 | 837 | 9 |
Bars Traded | 19951 | 19431 | 520 | 19951 | 19431 | 520 |
Profit Streak | 77.1528 | 120.3194 | 77.1528 | 77.1528 | 120.3194 | 77.1528 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314640 | -172072 | -523146 | -209416 | -364544 | -751229 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 183, "offset": 0, "scalar": 3 } } }
# | 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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