Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1963835.1322 | -28163.2498 | -1935671.8823 | -2803591.0865 | -7590971.4953 | 4787380.4088 |
Total P&L (%) | -1963.8351 | -28.1633 | -1935.6719 | -2803.5911 | -7590.9715 | 4787.3804 |
Avg Daily Profit (%) | -1.0826 | -0.0155 | -1.0671 | 0 | 0 | 0.2146 |
Buy And Hold Return (%) | 514.7599 | 514.7599 | 514.7599 | 514.7599 | 514.7599 | 514.7599 |
Max Trade Drawdown | -2006647 | -133895 | -1970672 | -25823289 | -17574152 | -9030770 |
Profit Factor | 0.2387 | 0.9122 | 0.143 | 0.9402 | 0.6886 | 1.2128 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 23 | 22 | 38 | 18 | 20 |
Losing Trades | 31 | 15 | 16 | 38 | 20 | 18 |
Profitability (%) | 59.2105 | 60.5263 | 57.8947 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.1644 | 0.5949 | 0.104 | 0.9402 | 0.7651 | 1.0915 |
Largest Winning Trade | 49611 | 49611 | 42194 | 14893158 | 3479370 | 14893158 |
Largest Losing Trade | -1498843 | -75616 | -1498843 | -15680970 | -15680970 | -8443302 |
Avg Bars in Trades | 139 | 138 | 140 | 139 | 138 | 140 |
Avg Bars in Winners | 84 | 85 | 83 | 130 | 110 | 148 |
Avg Bars in Losers | 218 | 219 | 217 | 147 | 163 | 130 |
Bars Traded | 10581 | 5258 | 5323 | 10581 | 5258 | 5323 |
Profit Streak | 19.2932 | 159.2932 | 0 | 0 | 0 | 162.6265 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632525 | -578047 | -579741 | -634555 | -581788 | 339156 |
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{ "first_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 40, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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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