Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276766.69 | 255086.3553 | 21680.3346 | 208803.0474 | 163025.6329 | 45777.4145 |
Total P&L (%) | 276.7667 | 255.0864 | 21.6803 | 208.803 | 163.0256 | 45.7774 |
Avg Daily Profit (%) | 0.5314 | 0.4898 | 0.0416 | 0.2167 | 0.1859 | 0.0724 |
Buy And Hold Return (%) | 95.7958 | 95.7958 | 95.7958 | 95.7958 | 95.7958 | 95.7958 |
Max Trade Drawdown | -67696 | -71733 | -13774 | -205383 | -223837 | -50816 |
Profit Factor | 1.9894 | 2.2779 | 1.2707 | 1.332 | 1.3571 | 1.2656 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 47.2868 | 42.1875 | 52.3077 | 47.2868 | 42.1875 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.2177 | 3.1215 | 1.1585 | 1.4849 | 1.8597 | 1.1539 |
Largest Winning Trade | 222479 | 222479 | 9940 | 154918 | 154918 | 38182 |
Largest Losing Trade | -18910 | -18910 | -6577 | -72361 | -72361 | -24169 |
Avg Bars in Trades | 188 | 337 | 42 | 188 | 337 | 42 |
Avg Bars in Winners | 183 | 357 | 45 | 183 | 357 | 45 |
Avg Bars in Losers | 192 | 321 | 38 | 192 | 321 | 38 |
Bars Traded | 24333 | 21577 | 2756 | 24333 | 21577 | 2756 |
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 | 350702 | -132041 | -435126 | 38536 | -142897 | -394135 |
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{ "first_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 231, "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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