Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1533799.2332 | -32533.3051 | -1501265.9281 | 4706227.5213 | -5442150.9542 | 10148378.4755 |
Total P&L (%) | -1533.7992 | -32.5333 | -1501.2659 | 4706.2275 | -5442.151 | 10148.3785 |
Avg Daily Profit (%) | -0.8213 | -0.0174 | -0.8039 | 0.2076 | 0 | 0.2482 |
Buy And Hold Return (%) | 471.6119 | 471.6119 | 471.6119 | 471.6119 | 471.6119 | 471.6119 |
Max Trade Drawdown | -1645990 | -112998 | -1603070 | -5192900 | -6675215 | -1120849 |
Profit Factor | 0.2183 | 0.8796 | 0.1127 | 1.3219 | 0.532 | 4.3932 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 84 | 40 | 44 | 80 | 39 | 41 |
Losing Trades | 46 | 25 | 21 | 50 | 26 | 24 |
Profitability (%) | 64.6154 | 61.5385 | 67.6923 | 61.5385 | 60 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.1196 | 0.5497 | 0.0538 | 0.8262 | 0.3547 | 2.5716 |
Largest Winning Trade | 42355 | 42355 | 20562 | 7177168 | 1103862 | 7177168 |
Largest Losing Trade | -1038523 | -59429 | -1038523 | -3786344 | -3786344 | -1086248 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 8 | 9 | 8 | 15 | 9 | 21 |
Avg Bars in Losers | 58 | 60 | 56 | 44 | 58 | 28 |
Bars Traded | 3454 | 1889 | 1565 | 3454 | 1889 | 1565 |
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 | -578261 | -710684 | -709887 | 315776 | -710884 | -113907 |
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 243, "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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