Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2238690.5279 | 2315910.2252 | -77219.6974 | 1099.0735 | 1574659.6355 | -1573560.5619 |
Total P&L (%) | 2238.6905 | 2315.9102 | -77.2197 | 1.0991 | 1574.6596 | -1573.5606 |
Avg Daily Profit (%) | 1.0749 | 1.112 | -0.0371 | 0.0005 | 0.1354 | 0 |
Buy And Hold Return (%) | 59.8319 | 59.8319 | 59.8319 | 59.8319 | 59.8319 | 59.8319 |
Max Trade Drawdown | -192857 | -187309 | -105498 | -3284336 | -2756312 | -1695620 |
Profit Factor | 4.6792 | 6.7723 | 0.6274 | 1.0002 | 1.338 | 0.2115 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Profitability (%) | 44.8 | 50 | 39.6825 | 44.8 | 50 | 39.6825 |
Ratio Avg Win / Avg Loss | 5.7654 | 6.7723 | 0.9537 | 1.2323 | 1.338 | 0.3215 |
Largest Winning Trade | 2353027 | 2353027 | 24226 | 3234024 | 3234024 | 135988 |
Largest Losing Trade | -82387 | -82387 | -12712 | -1257151 | -1257151 | -326116 |
Avg Bars in Trades | 190 | 368 | 14 | 190 | 368 | 14 |
Avg Bars in Winners | 207 | 358 | 20 | 207 | 358 | 20 |
Avg Bars in Losers | 176 | 379 | 11 | 176 | 379 | 11 |
Bars Traded | 23798 | 22868 | 930 | 23798 | 22868 | 930 |
Profit Streak | 0 | 71.4777 | 0 | 0 | 71.4777 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 693848 | -131657 | -731470 | -579920 | -165151 | -731470 |
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{ "first_band": { "type": "kcu", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 229, "offset": 0 } } }
# | 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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