Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2253458.46 | -95630.9865 | -2157827.4735 | -89739.4547 | 2266469.8039 | -2356209.2587 |
Total P&L (%) | -2253.4585 | -95.631 | -2157.8275 | -89.7395 | 2266.4698 | -2356.2093 |
Avg Daily Profit (%) | -1.2204 | -0.0518 | -1.1686 | -0.1232 | 0.1715 | 0 |
Buy And Hold Return (%) | 134.0426 | 134.0426 | 134.0426 | 134.0426 | 134.0426 | 134.0426 |
Max Trade Drawdown | -2372743 | -204014 | -2234242 | -4873967 | -1458439 | -3816491 |
Profit Factor | 0.19 | 0.7432 | 0.1045 | 0.9879 | 1.8456 | 0.5049 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 25 | 26 | 37 | 17 | 20 |
Losing Trades | 24 | 12 | 12 | 38 | 20 | 18 |
Profitability (%) | 68 | 67.5676 | 68.4211 | 49.3333 | 45.9459 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0894 | 0.3567 | 0.0482 | 1.0146 | 2.1713 | 0.4544 |
Largest Winning Trade | 36758 | 36758 | 23420 | 2368484 | 2368484 | 1251278 |
Largest Losing Trade | -1944800 | -77416 | -1944800 | -3032782 | -1057475 | -3032782 |
Avg Bars in Trades | 144 | 141 | 147 | 144 | 141 | 147 |
Avg Bars in Winners | 57 | 47 | 68 | 143 | 175 | 115 |
Avg Bars in Losers | 328 | 337 | 319 | 145 | 112 | 183 |
Bars Traded | 10838 | 5238 | 5600 | 10838 | 5238 | 5600 |
Profit Streak | 11.9128 | 11.9128 | 111.4128 | 11.9128 | 11.9128 | 111.4128 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637928 | -577870 | -576950 | -639132 | 372603 | -578996 |
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{ "first_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 222, "offset": 0 } } }
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# | 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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