Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172438.4509 | 218453.1029 | -46014.652 | -104622.608 | -293283.3025 | 188660.6945 |
Total P&L (%) | 172.4385 | 218.4531 | -46.0147 | -104.6226 | -293.2833 | 188.6607 |
Avg Daily Profit (%) | 0.1221 | 0.1547 | -0.0326 | 0 | 0 | 0.0751 |
Buy And Hold Return (%) | 40.0503 | 40.0503 | 40.0503 | 40.0503 | 40.0503 | 40.0503 |
Max Trade Drawdown | -149926 | -76434 | -171626 | -1269615 | -938051 | -449547 |
Profit Factor | 1.4208 | 2.54 | 0.8283 | 0.9422 | 0.7564 | 1.3119 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 71 | 38 | 33 | 53 | 25 | 28 |
Losing Trades | 12 | 3 | 9 | 30 | 16 | 14 |
Profitability (%) | 85.5422 | 92.6829 | 78.5714 | 63.8554 | 60.9756 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2401 | 0.2005 | 0.2259 | 0.5333 | 0.4841 | 0.656 |
Largest Winning Trade | 34916 | 34916 | 23982 | 237395 | 160414 | 237395 |
Largest Losing Trade | -104660 | -76434 | -104660 | -938051 | -938051 | -441319 |
Avg Bars in Trades | 44 | 74 | 15 | 44 | 74 | 15 |
Avg Bars in Winners | 20 | 32 | 6 | 28 | 47 | 12 |
Avg Bars in Losers | 189 | 602 | 52 | 73 | 116 | 23 |
Bars Traded | 3713 | 3043 | 670 | 3713 | 3043 | 670 |
Profit Streak | 0 | 704.7131 | 0 | 556.0464 | 0 | 556.7131 |
Trades During Streak | 0 | 12 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29341 | 535998 | -576753 | -579398 | -579319 | -92701 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 203, "offset": 0, "scalar": 4 } } }
# | 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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