Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385404.2867 | 127883.4485 | 257520.8382 | 1106112.6311 | 429954.5858 | 676158.0453 |
Total P&L (%) | 385.4043 | 127.8834 | 257.5208 | 1106.1126 | 429.9546 | 676.158 |
Avg Daily Profit (%) | 0.2964 | 0.0984 | 0.1981 | 0.1917 | 0.1283 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102535 | -81094 | -73040 | -447532 | -339099 | -448199 |
Profit Factor | 1.7959 | 1.5308 | 2.0582 | 1.4708 | 1.43 | 1.5009 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.4693 | 1.5308 | 1.3722 | 1.2034 | 1.43 | 1.0006 |
Largest Winning Trade | 113333 | 113333 | 35042 | 282688 | 282688 | 267458 |
Largest Losing Trade | -40184 | -29629 | -40184 | -410643 | -180520 | -410643 |
Avg Bars in Trades | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Winners | 23 | 14 | 31 | 23 | 14 | 31 |
Avg Bars in Losers | 20 | 13 | 29 | 20 | 13 | 29 |
Bars Traded | 4950 | 1549 | 3401 | 4950 | 1549 | 3401 |
Profit Streak | 27.1808 | 27.1808 | 28.4308 | 27.1808 | 27.1808 | 28.4308 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516855 | -58033 | 464608 | 457593 | -19783 | 413568 |
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{ "first_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 94 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 94 } } }
# | 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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