Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958866.1894 | 892149.0068 | 66717.1826 | -18224.5489 | -170676.9911 | 152452.4422 |
Total P&L (%) | 958.8662 | 892.149 | 66.7172 | -18.2245 | -170.677 | 152.4524 |
Avg Daily Profit (%) | 0.5043 | 0.4692 | 0.0351 | -0.0106 | 0 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155664 | -137446 | -53211 | -397837 | -437776 | -112857 |
Profit Factor | 1.9818 | 2.4028 | 1.1958 | 0.989 | 0.8444 | 1.27 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 42.4084 | 36.4583 | 48.4211 | 42.4084 | 36.4583 | 48.4211 |
Ratio Avg Win / Avg Loss | 2.6913 | 4.1877 | 1.2738 | 1.3431 | 1.4716 | 1.3528 |
Largest Winning Trade | 987693 | 987693 | 28973 | 251785 | 251785 | 90889 |
Largest Losing Trade | -52443 | -52443 | -43176 | -160171 | -160171 | -112857 |
Avg Bars in Trades | 58 | 96 | 19 | 58 | 96 | 19 |
Avg Bars in Winners | 81 | 166 | 17 | 81 | 166 | 17 |
Avg Bars in Losers | 40 | 56 | 21 | 40 | 56 | 21 |
Bars Traded | 11135 | 9289 | 1846 | 11135 | 9289 | 1846 |
Profit Streak | 0 | 0 | 594.848 | 0 | 0 | 594.848 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448255 | 336678 | -151037 | -581063 | -584675 | -127628 |
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{ "first_band": { "type": "dcl", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 4 } } }
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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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