Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18344.7636 | -1493.5403 | 19838.3039 | 16659.0095 | -6083.4966 | 22742.5062 |
Total P&L (%) | 18.3448 | -1.4935 | 19.8383 | 16.659 | -6.0835 | 22.7425 |
Avg Daily Profit (%) | 0.3522 | -0.0287 | 0.3809 | 0.2963 | -0.1204 | 0.3942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18973 | -16838 | -5064 | -24909 | -21855 | -6752 |
Profit Factor | 1.2863 | 0.969 | 2.2523 | 1.2055 | 0.9006 | 2.1451 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 64.8649 | 67.5676 | 62.1622 | 64.8649 | 67.5676 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.6968 | 0.4651 | 1.3709 | 0.653 | 0.4323 | 1.3057 |
Largest Winning Trade | 7165 | 7165 | 6236 | 8368 | 8368 | 6827 |
Largest Losing Trade | -8537 | -8537 | -2738 | -10619 | -10619 | -3190 |
Avg Bars in Trades | 322 | 462 | 182 | 322 | 462 | 182 |
Avg Bars in Winners | 208 | 245 | 168 | 208 | 245 | 168 |
Avg Bars in Losers | 532 | 913 | 205 | 532 | 913 | 205 |
Bars Traded | 23856 | 17098 | 6758 | 23856 | 17098 | 6758 |
Profit Streak | 15.8418 | 0 | 24.1689 | 15.8418 | 0 | 24.1689 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68787 | -580552 | 241044 | -70883 | -580552 | 307398 |
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{ "first_band": { "type": "kcu", "factors": { "length": 133, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 231, "offset": 242 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 133, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 231, "offset": 242 } } }
# | 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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