Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231772.0278 | 21988.7348 | 209783.293 | 123776.5361 | 21821.1402 | 101955.3959 |
Total P&L (%) | 231.772 | 21.9887 | 209.7833 | 123.7765 | 21.8211 | 101.9554 |
Avg Daily Profit (%) | 0.1515 | 0.0144 | 0.1371 | 0.0527 | 0.0129 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88142 | -28426 | -100254 | -215789 | -61848 | -236014 |
Profit Factor | 1.3189 | 1.1076 | 1.4015 | 1.087 | 1.0571 | 1.0981 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 46.0967 | 41.4815 | 50.7463 | 46.0967 | 41.4815 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.5422 | 1.5625 | 1.3603 | 1.2711 | 1.4912 | 1.0658 |
Largest Winning Trade | 75382 | 24750 | 75382 | 112933 | 56208 | 112933 |
Largest Losing Trade | -46535 | -13937 | -46535 | -108645 | -34707 | -108645 |
Avg Bars in Trades | 67 | 17 | 117 | 67 | 17 | 117 |
Avg Bars in Winners | 111 | 24 | 182 | 111 | 24 | 182 |
Avg Bars in Losers | 30 | 12 | 51 | 30 | 12 | 51 |
Bars Traded | 18176 | 2396 | 15780 | 18176 | 2396 | 15780 |
Profit Streak | 0 | 0 | 22.9741 | 0 | 0 | 22.9741 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302617 | -283513 | -8809 | -247469 | -342263 | -243730 |
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "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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