Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082388.1515 | 1255203.103 | -172814.9515 | -87933.3357 | 1294088.0112 | -1382021.3469 |
Total P&L (%) | 1082.3882 | 1255.2031 | -172.815 | -87.9333 | 1294.088 | -1382.0213 |
Avg Daily Profit (%) | 0.4587 | 0.532 | -0.0732 | -0.0896 | 0.1117 | 0 |
Buy And Hold Return (%) | 484.4961 | 484.4961 | 484.4961 | 484.4961 | 484.4961 | 484.4961 |
Max Trade Drawdown | -479577 | -278268 | -234338 | -5108238 | -1834053 | -3275157 |
Profit Factor | 2.0903 | 3.2449 | 0.6015 | 0.984 | 1.6404 | 0.6021 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 47.5 | 48.3333 | 46.6667 | 47.5 | 48.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3103 | 3.4687 | 0.6874 | 1.0876 | 1.7535 | 0.6881 |
Largest Winning Trade | 1143792 | 1143792 | 32668 | 1931808 | 1931808 | 1259531 |
Largest Losing Trade | -79444 | -45600 | -79444 | -3044350 | -1282978 | -3044350 |
Avg Bars in Trades | 75 | 102 | 47 | 75 | 102 | 47 |
Avg Bars in Winners | 83 | 118 | 47 | 83 | 118 | 47 |
Avg Bars in Losers | 67 | 87 | 47 | 67 | 87 | 47 |
Bars Traded | 9024 | 6161 | 2863 | 9024 | 6161 | 2863 |
Profit Streak | 32.0511 | 32.0511 | 71.5511 | 32.0511 | 32.0511 | 71.5511 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332598 | -155685 | -750696 | -578767 | -213000 | -750696 |
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{ "first_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 110, "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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