Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856196.706 | 851716.5334 | 4480.1726 | 1657447.9855 | 2423108.2003 | -765660.2148 |
Total P&L (%) | 856.1967 | 851.7165 | 4.4802 | 1657.448 | 2423.1082 | -765.6602 |
Avg Daily Profit (%) | 0.4698 | 0.4674 | 0.0025 | 0.1574 | 0.1773 | 0 |
Buy And Hold Return (%) | 792.7288 | 792.7288 | 792.7288 | 792.7288 | 792.7288 | 792.7288 |
Max Trade Drawdown | -97474 | -33325 | -127957 | -758823 | -261663 | -1229733 |
Profit Factor | 3.0114 | 9.9493 | 1.0136 | 1.3933 | 3.9506 | 0.7743 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 29 | 21 | 8 | 29 | 21 | 8 |
Losing Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Profitability (%) | 30.2083 | 43.75 | 16.6667 | 30.2083 | 43.75 | 16.6667 |
Ratio Avg Win / Avg Loss | 6.9574 | 12.7919 | 5.0678 | 3.2191 | 5.0793 | 3.8716 |
Largest Winning Trade | 575427 | 575427 | 75602 | 860710 | 860710 | 683003 |
Largest Losing Trade | -20630 | -9337 | -20630 | -293958 | -68707 | -293958 |
Avg Bars in Trades | 53 | 15 | 91 | 53 | 15 | 91 |
Avg Bars in Winners | 130 | 28 | 397 | 130 | 28 | 397 |
Avg Bars in Losers | 20 | 5 | 30 | 20 | 5 | 30 |
Bars Traded | 5141 | 735 | 4406 | 5141 | 735 | 4406 |
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 | -132214 | -125840 | -626543 | -4285 | 350793 | -644732 |
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{ "first_band": { "type": "kcu", "factors": { "length": 126, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 126, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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