Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235585.1969 | 192465.7125 | 43119.4844 | -53291.4065 | -100252.9758 | 46961.5693 |
Total P&L (%) | 235.5852 | 192.4657 | 43.1195 | -53.2914 | -100.253 | 46.9616 |
Avg Daily Profit (%) | 0.1478 | 0.1207 | 0.027 | -0.0477 | 0 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172583 | -89114 | -86483 | -423507 | -356949 | -80036 |
Profit Factor | 1.5258 | 1.7932 | 1.2099 | 0.9142 | 0.7792 | 1.2813 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 22 | 6 | 16 | 22 | 6 | 16 |
Profitability (%) | 81.1966 | 89.6552 | 72.8814 | 81.1966 | 89.6552 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.3533 | 0.2069 | 0.4502 | 0.2117 | 0.0899 | 0.4768 |
Largest Winning Trade | 37381 | 37381 | 29691 | 62753 | 57508 | 62753 |
Largest Losing Trade | -89114 | -89114 | -75743 | -356949 | -356949 | -34307 |
Avg Bars in Trades | 35 | 56 | 15 | 35 | 56 | 15 |
Avg Bars in Winners | 9 | 12 | 5 | 9 | 12 | 5 |
Avg Bars in Losers | 151 | 438 | 43 | 151 | 438 | 43 |
Bars Traded | 4209 | 3276 | 933 | 4209 | 3276 | 933 |
Profit Streak | 0 | 140.0033 | 0 | 0 | 140.0033 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309715 | -205491 | -334259 | -576184 | -755044 | -337341 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 197, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 197, "offset": 0, "scalar": 2 } } }
# | 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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