Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298129.9089 | 80382.6211 | 217747.2878 | -148652.2586 | 46188.7346 | -194840.9932 |
Total P&L (%) | 298.1299 | 80.3826 | 217.7473 | -148.6523 | 46.1887 | -194.841 |
Avg Daily Profit (%) | 0.179 | 0.0483 | 0.1307 | 0 | 0.0228 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156752 | -66854 | -122948 | -434939 | -93275 | -434666 |
Profit Factor | 1.5123 | 1.3302 | 1.6434 | 0.7918 | 1.2486 | 0.6311 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 75 | 35 | 40 | 58 | 34 | 24 |
Losing Trades | 53 | 29 | 24 | 70 | 30 | 40 |
Profitability (%) | 58.5938 | 54.6875 | 62.5 | 45.3125 | 53.125 | 37.5 |
Ratio Avg Win / Avg Loss | 1.0687 | 1.1021 | 0.986 | 0.9556 | 1.1017 | 1.0519 |
Largest Winning Trade | 48919 | 36979 | 48919 | 74485 | 63379 | 74485 |
Largest Losing Trade | -106114 | -35510 | -106114 | -315424 | -93275 | -315424 |
Avg Bars in Trades | 24 | 10 | 39 | 24 | 10 | 39 |
Avg Bars in Winners | 24 | 10 | 36 | 22 | 8 | 42 |
Avg Bars in Losers | 25 | 9 | 44 | 26 | 12 | 37 |
Bars Traded | 3177 | 650 | 2527 | 3177 | 650 | 2527 |
Profit Streak | 90.638 | 108.138 | 90.638 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428939 | -265128 | -155153 | -581983 | -302803 | -723430 |
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } } }
# | 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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