Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242034.9349 | 228236.7061 | 13798.2288 | 150687.7305 | 139594.9234 | 11092.8071 |
Total P&L (%) | 242.0349 | 228.2367 | 13.7982 | 150.6877 | 139.5949 | 11.0928 |
Avg Daily Profit (%) | 0.2324 | 0.2191 | 0.0132 | 0.0883 | 0.0839 | 0.0101 |
Buy And Hold Return (%) | 29.4601 | 29.4601 | 29.4601 | 29.4601 | 29.4601 | 29.4601 |
Max Trade Drawdown | -88254 | -79012 | -38309 | -183953 | -174314 | -68804 |
Profit Factor | 1.5611 | 1.7258 | 1.1181 | 1.1972 | 1.2431 | 1.0584 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 51.2605 | 54.2373 | 48.3333 | 51.2605 | 54.2373 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.4844 | 1.4561 | 1.1952 | 1.1383 | 1.0489 | 1.1314 |
Largest Winning Trade | 101792 | 101792 | 12060 | 141046 | 141046 | 25153 |
Largest Losing Trade | -46640 | -46640 | -19684 | -82065 | -82065 | -37735 |
Avg Bars in Trades | 202 | 388 | 20 | 202 | 388 | 20 |
Avg Bars in Winners | 216 | 385 | 29 | 216 | 385 | 29 |
Avg Bars in Losers | 188 | 391 | 11 | 188 | 391 | 11 |
Bars Traded | 24116 | 22900 | 1216 | 24116 | 22900 | 1216 |
Profit Streak | 16.0648 | 0 | 17.9398 | 16.0648 | 0 | 17.9398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382821 | -166186 | -600540 | -78965 | -258876 | -670427 |
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{ "first_band": { "type": "kcu", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 181, "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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