Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357276.5864 | 301897.9512 | 55378.6352 | 214737.3923 | 384602.3758 | -169864.9836 |
Total P&L (%) | 357.2766 | 301.898 | 55.3786 | 214.7374 | 384.6024 | -169.865 |
Avg Daily Profit (%) | 0.2426 | 0.205 | 0.0376 | 0.0779 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127102 | -35698 | -129112 | -750587 | -152183 | -692418 |
Profit Factor | 1.998 | 4.4252 | 1.2052 | 1.1245 | 1.9418 | 0.871 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 26.8657 | 32.3529 | 21.2121 | 26.8657 | 32.3529 | 21.2121 |
Ratio Avg Win / Avg Loss | 5.4391 | 9.2527 | 4.4766 | 3.0612 | 4.0601 | 3.235 |
Largest Winning Trade | 241607 | 241607 | 92081 | 375186 | 319482 | 375186 |
Largest Losing Trade | -31297 | -8606 | -31297 | -224542 | -50466 | -224542 |
Avg Bars in Trades | 80 | 11 | 150 | 80 | 11 | 150 |
Avg Bars in Winners | 269 | 27 | 650 | 269 | 27 | 650 |
Avg Bars in Losers | 10 | 4 | 15 | 10 | 4 | 15 |
Bars Traded | 5376 | 406 | 4970 | 5376 | 406 | 4970 |
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 | -131087 | 303669 | -189554 | -314276 | -52743 | -624534 |
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{ "first_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 5 } }, "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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