Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238384.4005 | 287146.0147 | -48761.6143 | -188042.2912 | -294882.9217 | 106840.6305 |
Total P&L (%) | 238.3844 | 287.146 | -48.7616 | -188.0423 | -294.8829 | 106.8406 |
Avg Daily Profit (%) | 0.1688 | 0.2034 | -0.0345 | 0 | 0 | 0.0515 |
Buy And Hold Return (%) | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 |
Max Trade Drawdown | -162490 | -101416 | -181008 | -1637400 | -1497511 | -607866 |
Profit Factor | 1.4279 | 2.1758 | 0.8441 | 0.9512 | 0.8905 | 1.0923 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 123 | 63 | 60 | 119 | 61 | 58 |
Losing Trades | 24 | 10 | 14 | 28 | 12 | 16 |
Profitability (%) | 83.6735 | 86.3014 | 81.0811 | 80.9524 | 83.5616 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.2786 | 0.3454 | 0.197 | 0.2238 | 0.1752 | 0.3013 |
Largest Winning Trade | 27636 | 27636 | 14052 | 177530 | 177530 | 122151 |
Largest Losing Trade | -123845 | -70421 | -123845 | -989658 | -989658 | -314209 |
Avg Bars in Trades | 51 | 90 | 12 | 51 | 90 | 12 |
Avg Bars in Winners | 15 | 24 | 4 | 14 | 24 | 4 |
Avg Bars in Losers | 235 | 501 | 45 | 204 | 424 | 40 |
Bars Traded | 7509 | 6586 | 923 | 7509 | 6586 | 923 |
Profit Streak | 563.5512 | 593.7179 | 563.5512 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359033 | -59453 | -639727 | -576129 | -648223 | -321836 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 203, "offset": 0, "scalar": 5 } } }
# | 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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