Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968438.1594 | 955223.8851 | 13214.2743 | 2400092.5717 | 3795685.9283 | -1395593.3566 |
Total P&L (%) | 968.4382 | 955.2239 | 13.2143 | 2400.0926 | 3795.6859 | -1395.5934 |
Avg Daily Profit (%) | 0.5328 | 0.5256 | 0.0073 | 0.1773 | 0.2017 | 0 |
Buy And Hold Return (%) | 687.0459 | 687.0459 | 687.0459 | 687.0459 | 687.0459 | 687.0459 |
Max Trade Drawdown | -117173 | -17050 | -113228 | -1467434 | -373432 | -1898340 |
Profit Factor | 4.0957 | 16.4447 | 1.0527 | 1.399 | 4.4561 | 0.7161 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 25.8621 | 34.4828 | 17.2414 | 25.8621 | 34.4828 | 17.2414 |
Ratio Avg Win / Avg Loss | 11.741 | 31.245 | 5.0527 | 4.0106 | 8.4665 | 3.4374 |
Largest Winning Trade | 612668 | 612668 | 86991 | 2413962 | 2413962 | 1348117 |
Largest Losing Trade | -29353 | -7963 | -29353 | -654554 | -173334 | -654554 |
Avg Bars in Trades | 58 | 15 | 102 | 58 | 15 | 102 |
Avg Bars in Winners | 181 | 35 | 474 | 181 | 35 | 474 |
Avg Bars in Losers | 16 | 4 | 25 | 16 | 4 | 25 |
Bars Traded | 3417 | 445 | 2972 | 3417 | 445 | 2972 |
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 | -226135 | -30803 | -574455 | -198821 | 311512 | -642065 |
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{ "first_band": { "type": "kcu", "factors": { "length": 106, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 106, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hlc3", "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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