Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490979.2359 | 390203.8649 | 100775.371 | 191942.5245 | -1104714.7852 | 1296657.3097 |
Total P&L (%) | 490.9792 | 390.2039 | 100.7754 | 191.9425 | -1104.7148 | 1296.6573 |
Avg Daily Profit (%) | 0.3034 | 0.2412 | 0.0623 | 0.0662 | 0 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165539 | -170027 | -49081 | -2064632 | -2212151 | -574709 |
Profit Factor | 1.6212 | 1.6756 | 1.4736 | 1.033 | 0.752 | 1.946 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 51.7857 | 46.4286 | 57.1429 | 51.7857 | 46.4286 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5094 | 1.9334 | 1.1052 | 0.9617 | 0.8677 | 1.4595 |
Largest Winning Trade | 275273 | 275273 | 17583 | 804294 | 804294 | 187332 |
Largest Losing Trade | -53578 | -53578 | -17896 | -641688 | -641688 | -261255 |
Avg Bars in Trades | 84 | 151 | 16 | 84 | 151 | 16 |
Avg Bars in Winners | 98 | 200 | 14 | 98 | 200 | 14 |
Avg Bars in Losers | 69 | 109 | 18 | 69 | 109 | 18 |
Bars Traded | 18854 | 17019 | 1835 | 18854 | 17019 | 1835 |
Profit Streak | 0 | 0 | 542.8629 | 0 | 0 | 542.8629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467218 | 342068 | -107084 | -289029 | -582423 | 426183 |
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{ "first_band": { "type": "dcl", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 50, "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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