Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1412013.1397 | -39325.1152 | -1372688.0245 | -98328.0672 | 1406954.2697 | -1505282.3369 |
Total P&L (%) | -1412.0131 | -39.3251 | -1372.688 | -98.3281 | 1406.9543 | -1505.2823 |
Avg Daily Profit (%) | -0.7773 | -0.0216 | -0.7556 | -0.2249 | 0.1494 | 0 |
Buy And Hold Return (%) | 640.4077 | 640.4077 | 640.4077 | 640.4077 | 640.4077 | 640.4077 |
Max Trade Drawdown | -1598800 | -134824 | -1477263 | -4045278 | -130374 | -4051947 |
Profit Factor | 0.4277 | 0.9123 | 0.3201 | 0.9875 | 3.3858 | 0.7934 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 142 | 63 | 79 | 128 | 75 | 53 |
Losing Trades | 115 | 66 | 49 | 129 | 54 | 75 |
Profitability (%) | 55.2529 | 48.8372 | 61.7188 | 49.8054 | 58.1395 | 41.4063 |
Ratio Avg Win / Avg Loss | 0.3464 | 0.9557 | 0.1986 | 0.9952 | 2.4378 | 1.1227 |
Largest Winning Trade | 28000 | 21284 | 28000 | 4923630 | 485189 | 4923630 |
Largest Losing Trade | -979320 | -31692 | -979320 | -2976993 | -77979 | -2976993 |
Avg Bars in Trades | 83 | 50 | 117 | 83 | 50 | 117 |
Avg Bars in Winners | 57 | 42 | 68 | 80 | 48 | 124 |
Avg Bars in Losers | 116 | 57 | 196 | 87 | 51 | 113 |
Bars Traded | 21539 | 6455 | 15084 | 21539 | 6455 | 15084 |
Profit Streak | 10.3342 | 43.4175 | 0 | 10.3342 | 43.4175 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578096 | -580020 | -579473 | -578853 | 360650 | -582667 |
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{ "first_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 139, "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) |
---|