Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462084.8343 | 399400.1918 | 62684.6425 | 655937.8256 | 632137.0089 | 23800.8167 |
Total P&L (%) | 462.0848 | 399.4002 | 62.6846 | 655.9378 | 632.137 | 23.8008 |
Avg Daily Profit (%) | 0.3273 | 0.2829 | 0.0444 | 0.1434 | 0.1411 | 0.0151 |
Buy And Hold Return (%) | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 |
Max Trade Drawdown | -60465 | -101781 | -48755 | -502227 | -359062 | -329861 |
Profit Factor | 1.838 | 2.4301 | 1.2303 | 1.3566 | 1.7237 | 1.0246 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 44.3114 | 38.0952 | 50.6024 | 44.3114 | 38.0952 | 50.6024 |
Ratio Avg Win / Avg Loss | 2.3099 | 3.949 | 1.201 | 1.7049 | 2.8009 | 1.0002 |
Largest Winning Trade | 153007 | 153007 | 61859 | 673140 | 673140 | 188610 |
Largest Losing Trade | -24277 | -23230 | -24277 | -263721 | -121046 | -263721 |
Avg Bars in Trades | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Winners | 76 | 98 | 59 | 76 | 98 | 59 |
Avg Bars in Losers | 26 | 18 | 36 | 26 | 18 | 36 |
Bars Traded | 8108 | 4124 | 3984 | 8108 | 4124 | 3984 |
Profit Streak | 0 | 0 | 494.9408 | 0 | 0 | 494.9408 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385838 | 260840 | -298643 | -1016 | -5937 | -530756 |
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{ "first_band": { "type": "kcu", "factors": { "length": 194, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 4 } } }
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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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