Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1568243.2101 | 1568638.8631 | -395.653 | -2702976.7187 | 30796525.4801 | -33499502.1988 |
Total P&L (%) | 1568.2432 | 1568.6389 | -0.3957 | -2702.9767 | 30796.5255 | -33499.5022 |
Avg Daily Profit (%) | 0.6871 | 0.6872 | -0.0002 | 0 | 0.2515 | 0 |
Buy And Hold Return (%) | 9203.9037 | 9203.9037 | 9203.9037 | 9203.9037 | 9203.9037 | 9203.9037 |
Max Trade Drawdown | -136914 | -115862 | -107525 | -40567196 | -22621933 | -37698589 |
Profit Factor | 4.8201 | 7.9201 | 0.9978 | 0.9645 | 1.9752 | 0.249 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 18 | 24 | 38 | 18 | 20 |
Losing Trades | 21 | 13 | 8 | 25 | 13 | 12 |
Profitability (%) | 66.6667 | 58.0645 | 75 | 60.3175 | 58.0645 | 62.5 |
Ratio Avg Win / Avg Loss | 2.41 | 5.7201 | 0.3326 | 0.6346 | 1.4265 | 0.1494 |
Largest Winning Trade | 872465 | 872465 | 30244 | 16829745 | 16829745 | 3441731 |
Largest Losing Trade | -107525 | -60160 | -107525 | -31434439 | -12687625 | -31434439 |
Avg Bars in Trades | 129 | 250 | 12 | 129 | 250 | 12 |
Avg Bars in Winners | 63 | 135 | 9 | 74 | 145 | 10 |
Avg Bars in Losers | 261 | 410 | 20 | 214 | 397 | 16 |
Bars Traded | 8174 | 7777 | 397 | 8174 | 7777 | 397 |
Profit Streak | 141.3756 | 141.3756 | 303.1256 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293338 | -143080 | -575923 | -730440 | 335558 | -578912 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "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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