Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252142.0855 | 222559.7572 | 29582.3284 | -173802.5632 | -88302.6433 | -85499.92 |
Total P&L (%) | 252.1421 | 222.5598 | 29.5823 | -173.8026 | -88.3026 | -85.4999 |
Avg Daily Profit (%) | 0.1592 | 0.1405 | 0.0187 | 0 | -0.1354 | -0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200366 | -125512 | -125593 | -387881 | -318636 | -105030 |
Profit Factor | 1.4585 | 1.6783 | 1.1334 | 0.7305 | 0.7918 | 0.6126 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 98 | 52 | 46 | 40 | 18 | 22 |
Losing Trades | 19 | 6 | 13 | 77 | 40 | 37 |
Profitability (%) | 83.7607 | 89.6552 | 77.9661 | 34.188 | 31.0345 | 37.2881 |
Ratio Avg Win / Avg Loss | 0.2828 | 0.1937 | 0.3203 | 1.4062 | 1.7596 | 1.0303 |
Largest Winning Trade | 35621 | 35621 | 19451 | 72638 | 72638 | 36431 |
Largest Losing Trade | -122917 | -76786 | -122917 | -205555 | -205555 | -93564 |
Avg Bars in Trades | 48 | 90 | 6 | 48 | 90 | 6 |
Avg Bars in Winners | 17 | 28 | 4 | 75 | 159 | 7 |
Avg Bars in Losers | 208 | 625 | 15 | 33 | 59 | 6 |
Bars Traded | 5623 | 5228 | 395 | 5623 | 5228 | 395 |
Profit Streak | 116.8806 | 138.1306 | 116.8806 | 0 | 0 | 0 |
Trades During Streak | 2 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448546 | -178722 | -418742 | -584949 | -765708 | -760735 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "offset": 0, "scalar": 4 } } }
# | 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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