Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8428881.8791 | 8472005.4591 | -43123.58 | 518752.819 | 706723.5826 | -187970.7635 |
Total P&L (%) | 8428.8819 | 8472.0055 | -43.1236 | 518.7528 | 706.7236 | -187.9708 |
Avg Daily Profit (%) | 4.2917 | 4.3136 | -0.022 | 0.0928 | 0.1064 | 0 |
Buy And Hold Return (%) | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 | 3944.7761 |
Max Trade Drawdown | -138179 | -135981 | -78685 | -2306226 | -2217671 | -560451 |
Profit Factor | 13.0052 | 17.425 | 0.7685 | 1.0765 | 1.1329 | 0.8713 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 16.721 | 22.4036 | 0.9881 | 1.3841 | 1.4566 | 1.1202 |
Largest Winning Trade | 8487108 | 8487108 | 34696 | 2195790 | 2195790 | 301966 |
Largest Losing Trade | -48452 | -48452 | -29744 | -871927 | -871927 | -168762 |
Avg Bars in Trades | 35 | 66 | 5 | 35 | 66 | 5 |
Avg Bars in Winners | 46 | 86 | 6 | 46 | 86 | 6 |
Avg Bars in Losers | 27 | 50 | 5 | 27 | 50 | 5 |
Bars Traded | 5759 | 5300 | 459 | 5759 | 5300 | 459 |
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 | 608484 | -3321 | -602388 | -372324 | -312602 | -600722 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "kcu", "factors": { "length": 60, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "kcu", "factors": { "length": 60, "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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