Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850015.2422 | 814623.3225 | 35391.9197 | 3231822.0314 | 4028114.7877 | -796292.7563 |
Total P&L (%) | 850.0152 | 814.6233 | 35.3919 | 3231.822 | 4028.1148 | -796.2928 |
Avg Daily Profit (%) | 0.4648 | 0.4455 | 0.0194 | 0.1919 | 0.2037 | 0 |
Buy And Hold Return (%) | 839.6396 | 839.6396 | 839.6396 | 839.6396 | 839.6396 | 839.6396 |
Max Trade Drawdown | -46930 | -17569 | -84411 | -1287265 | -347070 | -1615850 |
Profit Factor | 4.1517 | 15.1154 | 1.167 | 1.5681 | 4.6886 | 0.8268 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 29.6875 | 40.625 | 18.75 | 29.6875 | 40.625 | 18.75 |
Ratio Avg Win / Avg Loss | 9.833 | 22.0917 | 5.0568 | 3.714 | 6.8525 | 3.5826 |
Largest Winning Trade | 491439 | 491439 | 86731 | 2518848 | 2518848 | 1540404 |
Largest Losing Trade | -26916 | -6520 | -26916 | -583974 | -162764 | -583974 |
Avg Bars in Trades | 79 | 23 | 136 | 79 | 23 | 136 |
Avg Bars in Winners | 225 | 50 | 605 | 225 | 50 | 605 |
Avg Bars in Losers | 18 | 4 | 28 | 18 | 4 | 28 |
Bars Traded | 5118 | 747 | 4371 | 5118 | 747 | 4371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297391 | -150514 | -425938 | -144486 | 385984 | -635393 |
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{ "first_band": { "type": "kcu", "factors": { "length": 205, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 205, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
# | 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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