Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454953.9873 | 273143.6945 | 181810.2928 | 2749825.2818 | 2039772.1677 | 710053.1141 |
Total P&L (%) | 454.954 | 273.1437 | 181.8103 | 2749.8253 | 2039.7722 | 710.0531 |
Avg Daily Profit (%) | 0.2511 | 0.1507 | 0.1003 | 0.185 | 0.1692 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78448 | -94215 | -62109 | -1055926 | -328773 | -1035491 |
Profit Factor | 2.8064 | 2.6813 | 3.034 | 2.4722 | 3.8342 | 1.6184 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 85.2459 | 86.8852 | 83.6066 | 85.2459 | 86.8852 | 83.6066 |
Ratio Avg Win / Avg Loss | 0.4857 | 0.4047 | 0.5949 | 0.4279 | 0.5787 | 0.3173 |
Largest Winning Trade | 24639 | 24639 | 21107 | 298432 | 298432 | 181808 |
Largest Losing Trade | -62223 | -62223 | -62109 | -1035491 | -252104 | -1035491 |
Avg Bars in Trades | 26 | 41 | 11 | 26 | 41 | 11 |
Avg Bars in Winners | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Losers | 133 | 254 | 36 | 133 | 254 | 36 |
Bars Traded | 3254 | 2523 | 731 | 3254 | 2523 | 731 |
Profit Streak | 69.3322 | 139.8322 | 69.3322 | 69.3322 | 139.8322 | 69.3322 |
Trades During Streak | 12 | 13 | 6 | 12 | 13 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633539 | -145932 | -211633 | 604997 | -143532 | -193711 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 218, "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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