Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -552937.2234 | 14881.6587 | -567818.8822 | 15556778.7885 | 3011699.1391 | 12545079.6494 |
Total P&L (%) | -552.9372 | 14.8817 | -567.8189 | 15556.7788 | 3011.6991 | 12545.0796 |
Avg Daily Profit (%) | -0.305 | 0.0082 | -0.3132 | 0.2791 | 0.1898 | 0.2673 |
Buy And Hold Return (%) | 126.6493 | 126.6493 | 126.6493 | 126.6493 | 126.6493 | 126.6493 |
Max Trade Drawdown | -835991 | -94540 | -750449 | -3874474 | -4082794 | -1762214 |
Profit Factor | 0.5308 | 1.0638 | 0.3993 | 2.0924 | 1.2969 | 4.0616 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 108 | 51 | 57 | 88 | 45 | 43 |
Losing Trades | 51 | 29 | 22 | 71 | 35 | 36 |
Profitability (%) | 67.9245 | 63.75 | 72.1519 | 55.3459 | 56.25 | 54.4304 |
Ratio Avg Win / Avg Loss | 0.2506 | 0.6049 | 0.1541 | 1.6882 | 1.0087 | 3.4004 |
Largest Winning Trade | 28638 | 13162 | 28638 | 3959719 | 1490912 | 3959719 |
Largest Losing Trade | -450698 | -36232 | -450698 | -2652947 | -2652947 | -886405 |
Avg Bars in Trades | 37 | 13 | 61 | 37 | 13 | 61 |
Avg Bars in Winners | 30 | 8 | 49 | 37 | 15 | 59 |
Avg Bars in Losers | 53 | 22 | 93 | 38 | 10 | 64 |
Bars Traded | 5967 | 1091 | 4876 | 5967 | 1091 | 4876 |
Profit Streak | 101.26 | 101.26 | 168.76 | 101.26 | 101.26 | 168.76 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576663 | -516207 | -603619 | 546365 | -9794 | -9696 |
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{ "first_band": { "type": "kcu", "factors": { "length": 8, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } } }
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# | 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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