Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489802.2265 | 1568751.6462 | -78949.4197 | 19996.4429 | 1414114.2966 | -1394117.8537 |
Total P&L (%) | 1489.8022 | 1568.7516 | -78.9494 | 19.9964 | 1414.1143 | -1394.1179 |
Avg Daily Profit (%) | 0.8158 | 0.8591 | -0.0432 | 0.01 | 0.1489 | 0 |
Buy And Hold Return (%) | 625.4902 | 625.4902 | 625.4902 | 625.4902 | 625.4902 | 625.4902 |
Max Trade Drawdown | -259573 | -212249 | -118604 | -4970101 | -3520612 | -1775842 |
Profit Factor | 2.0563 | 2.6331 | 0.8245 | 1.0017 | 1.1818 | 0.6284 |
Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
Winning Trades | 203 | 87 | 116 | 203 | 87 | 116 |
Losing Trades | 314 | 171 | 143 | 314 | 171 | 143 |
Profitability (%) | 39.265 | 33.7209 | 44.7876 | 39.265 | 33.7209 | 44.7876 |
Ratio Avg Win / Avg Loss | 3.1806 | 5.1753 | 1.0164 | 1.5495 | 2.3228 | 0.7746 |
Largest Winning Trade | 1189284 | 1189284 | 31032 | 1900439 | 1900439 | 222403 |
Largest Losing Trade | -40160 | -40160 | -15056 | -1429313 | -1429313 | -486991 |
Avg Bars in Trades | 41 | 72 | 11 | 41 | 72 | 11 |
Avg Bars in Winners | 61 | 126 | 12 | 61 | 126 | 12 |
Avg Bars in Losers | 29 | 44 | 10 | 29 | 44 | 10 |
Bars Traded | 21564 | 18617 | 2947 | 21564 | 18617 | 2947 |
Profit Streak | 0 | 92.5453 | 0 | 0 | 92.5453 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405787 | 380012 | -580061 | -564255 | -22588 | -581727 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 79 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 5 } } }
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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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