Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806631.8339 | 1851343.817 | -44711.9831 | 78146.3323 | 740574.6175 | -662428.2852 |
Total P&L (%) | 1806.6318 | 1851.3438 | -44.712 | 78.1463 | 740.5746 | -662.4283 |
Avg Daily Profit (%) | 0.8165 | 0.8367 | -0.0202 | 0.0261 | 0.0963 | 0 |
Buy And Hold Return (%) | 224.1978 | 224.1978 | 224.1978 | 224.1978 | 224.1978 | 224.1978 |
Max Trade Drawdown | -171050 | -89739 | -120311 | -1276369 | -593481 | -856609 |
Profit Factor | 4.192 | 10.4107 | 0.8789 | 1.0239 | 1.6233 | 0.6817 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 39.4737 | 36.8421 | 42.1053 | 39.4737 | 36.8421 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.4278 | 17.847 | 1.2085 | 1.57 | 2.7828 | 0.9373 |
Largest Winning Trade | 1882759 | 1882759 | 53800 | 1169530 | 1169530 | 408747 |
Largest Losing Trade | -55516 | -31386 | -55516 | -595229 | -251021 | -595229 |
Avg Bars in Trades | 83 | 40 | 125 | 83 | 40 | 125 |
Avg Bars in Winners | 156 | 70 | 232 | 156 | 70 | 232 |
Avg Bars in Losers | 35 | 24 | 47 | 35 | 24 | 47 |
Bars Traded | 6327 | 1557 | 4770 | 6327 | 1557 | 4770 |
Profit Streak | 0 | 0 | 306.8121 | 0 | 0 | 306.8121 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37488 | 598397 | -581201 | -574775 | -68913 | -582867 |
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{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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