Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219502.1941 | 356561.9535 | -137059.7595 | -73218.3863 | 351402.2364 | -424620.6226 |
Total P&L (%) | 219.5022 | 356.562 | -137.0598 | -73.2184 | 351.4022 | -424.6206 |
Avg Daily Profit (%) | 0.1357 | 0.2204 | -0.0847 | -0.0814 | 0.0932 | 0 |
Buy And Hold Return (%) | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 |
Max Trade Drawdown | -237625 | -104762 | -231242 | -354664 | -115896 | -479619 |
Profit Factor | 1.212 | 2.0559 | 0.8035 | 0.9501 | 1.8451 | 0.5963 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Losing Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Profitability (%) | 39.0438 | 42.0635 | 36 | 39.0438 | 42.0635 | 36 |
Ratio Avg Win / Avg Loss | 1.8922 | 2.8317 | 1.4285 | 1.4833 | 2.5414 | 1.0602 |
Largest Winning Trade | 176450 | 176450 | 73686 | 141778 | 141778 | 110863 |
Largest Losing Trade | -62855 | -29819 | -62855 | -90027 | -48369 | -90027 |
Avg Bars in Trades | 75 | 24 | 125 | 75 | 24 | 125 |
Avg Bars in Winners | 126 | 40 | 227 | 126 | 40 | 227 |
Avg Bars in Losers | 41 | 12 | 68 | 41 | 12 | 68 |
Bars Traded | 18833 | 3114 | 15719 | 18833 | 3114 | 15719 |
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 | -14212 | 312298 | -584778 | -582058 | -68073 | -584778 |
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{ "first_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 189, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "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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