Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215922.6045 | 1156653.0415 | 59269.563 | 1511096.1832 | 1786031.4507 | -274935.2674 |
Total P&L (%) | 1215.9226 | 1156.653 | 59.2696 | 1511.0962 | 1786.0315 | -274.9353 |
Avg Daily Profit (%) | 0.6707 | 0.638 | 0.0327 | 0.1534 | 0.1621 | 0 |
Buy And Hold Return (%) | 535.8102 | 535.8102 | 535.8102 | 535.8102 | 535.8102 | 535.8102 |
Max Trade Drawdown | -145927 | -92239 | -81481 | -3466335 | -2354968 | -1750126 |
Profit Factor | 2.6464 | 4.1015 | 1.1621 | 1.1196 | 1.2702 | 0.9544 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 43.9024 | 36.0656 | 51.6129 | 43.9024 | 36.0656 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.3816 | 7.2709 | 1.0895 | 1.4306 | 2.2517 | 0.8947 |
Largest Winning Trade | 657320 | 657320 | 48193 | 2165492 | 2165492 | 749336 |
Largest Losing Trade | -39740 | -39740 | -29731 | -1088570 | -1088570 | -960216 |
Avg Bars in Trades | 83 | 113 | 54 | 83 | 113 | 54 |
Avg Bars in Winners | 114 | 184 | 66 | 114 | 184 | 66 |
Avg Bars in Losers | 59 | 73 | 41 | 59 | 73 | 41 |
Bars Traded | 10329 | 6952 | 3377 | 10329 | 6952 | 3377 |
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 | 358916 | -154290 | -511157 | -86632 | -161464 | -734749 |
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{ "first_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 52, "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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