Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235124.5328 | 35245.5337 | 199878.9991 | 262050.2374 | -154556.6408 | 416606.8782 |
Total P&L (%) | 235.1245 | 35.2455 | 199.879 | 262.0502 | -154.5566 | 416.6069 |
Avg Daily Profit (%) | 0.1811 | 0.0271 | 0.154 | 0.0991 | 0 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74529 | -51845 | -70369 | -435113 | -276049 | -404071 |
Profit Factor | 1.8013 | 1.2376 | 2.3778 | 1.2034 | 0.7509 | 1.6236 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 75.2475 | 66.6667 | 84 | 75.2475 | 66.6667 | 84 |
Ratio Avg Win / Avg Loss | 0.5925 | 0.6188 | 0.4529 | 0.3958 | 0.3755 | 0.3093 |
Largest Winning Trade | 44197 | 44197 | 27030 | 63270 | 44197 | 63270 |
Largest Losing Trade | -70369 | -24943 | -70369 | -404071 | -95897 | -404071 |
Avg Bars in Trades | 36 | 18 | 55 | 36 | 18 | 55 |
Avg Bars in Winners | 16 | 6 | 23 | 16 | 6 | 23 |
Avg Bars in Losers | 99 | 41 | 221 | 99 | 41 | 221 |
Bars Traded | 3710 | 931 | 2779 | 3710 | 931 | 2779 |
Profit Streak | 64.3357 | 170.3357 | 64.3357 | 64.3357 | 170.3357 | 64.3357 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482916 | -337481 | -165825 | -57467 | -757040 | -198569 |
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{ "first_band": { "type": "dcu", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 3 } } }
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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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