Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472808.718 | 309916.7364 | 162891.9816 | 440532.2283 | -229231.6127 | 669763.841 |
Total P&L (%) | 472.8087 | 309.9167 | 162.892 | 440.5322 | -229.2316 | 669.7638 |
Avg Daily Profit (%) | 0.2983 | 0.1955 | 0.1028 | 0.1065 | 0 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174765 | -138922 | -73606 | -1147217 | -1100145 | -115965 |
Profit Factor | 2.0901 | 2.0023 | 2.3082 | 1.2254 | 0.8714 | 4.9088 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 85.7143 | 86.4407 | 85 | 85.7143 | 86.4407 | 85 |
Ratio Avg Win / Avg Loss | 0.3483 | 0.3141 | 0.4073 | 0.2042 | 0.1367 | 0.8663 |
Largest Winning Trade | 42728 | 42728 | 29691 | 159992 | 159992 | 110589 |
Largest Losing Trade | -78503 | -78503 | -72706 | -716409 | -716409 | -102597 |
Avg Bars in Trades | 35 | 62 | 8 | 35 | 62 | 8 |
Avg Bars in Winners | 12 | 18 | 5 | 12 | 18 | 5 |
Avg Bars in Losers | 175 | 343 | 25 | 175 | 343 | 25 |
Bars Traded | 4208 | 3686 | 522 | 4208 | 3686 | 522 |
Profit Streak | 0 | 132.0694 | 0 | 0 | 132.0694 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529043 | -162204 | -218688 | -47785 | -751592 | -180170 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 3 } } }
# | 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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