Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856221.3684 | 840265.5938 | 15955.7746 | 2025423.8304 | 2961643.086 | -936219.2556 |
Total P&L (%) | 856.2214 | 840.2656 | 15.9558 | 2025.4238 | 2961.6431 | -936.2193 |
Avg Daily Profit (%) | 0.4678 | 0.4591 | 0.0087 | 0.1671 | 0.1871 | 0 |
Buy And Hold Return (%) | 730.3003 | 730.3003 | 730.3003 | 730.3003 | 730.3003 | 730.3003 |
Max Trade Drawdown | -119488 | -26300 | -138535 | -1083550 | -228720 | -1568341 |
Profit Factor | 3.1439 | 10.8063 | 1.0509 | 1.415 | 4.0358 | 0.7602 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 28 | 20 | 8 | 28 | 20 | 8 |
Losing Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Profitability (%) | 32.1839 | 45.4545 | 18.6047 | 32.1839 | 45.4545 | 18.6047 |
Ratio Avg Win / Avg Loss | 6.6246 | 12.9676 | 4.5975 | 2.9817 | 4.843 | 3.326 |
Largest Winning Trade | 575427 | 575427 | 75602 | 998753 | 998753 | 819643 |
Largest Losing Trade | -34341 | -9481 | -34341 | -502331 | -222630 | -502331 |
Avg Bars in Trades | 59 | 17 | 102 | 59 | 17 | 102 |
Avg Bars in Winners | 145 | 32 | 426 | 145 | 32 | 426 |
Avg Bars in Losers | 18 | 4 | 28 | 18 | 4 | 28 |
Bars Traded | 5169 | 768 | 4401 | 5169 | 768 | 4401 |
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 | -102496 | -101583 | -568655 | -353 | 410796 | -636228 |
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{ "first_band": { "type": "kcu", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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