Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11652007.7216 | 11715436.6931 | -63428.9716 | 1960843.4273 | 3716933.7969 | -1756090.3695 |
Total P&L (%) | 11652.0077 | 11715.4367 | -63.429 | 1960.8434 | 3716.9338 | -1756.0904 |
Avg Daily Profit (%) | 5.1634 | 5.1915 | -0.0281 | 0.1342 | 0.1615 | 0 |
Buy And Hold Return (%) | 7763.641 | 7763.641 | 7763.641 | 7763.641 | 7763.641 | 7763.641 |
Max Trade Drawdown | -154787 | -115555 | -63535 | -5916315 | -3502115 | -3790944 |
Profit Factor | 19.5794 | 32.4722 | 0.7512 | 1.126 | 1.4034 | 0.7233 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 | 43.1373 |
Ratio Avg Win / Avg Loss | 25.8092 | 42.8043 | 0.9902 | 1.4843 | 1.8499 | 0.9534 |
Largest Winning Trade | 11607196 | 11607196 | 33853 | 5483444 | 5483444 | 1311959 |
Largest Losing Trade | -43414 | -43414 | -32244 | -2194670 | -2194670 | -1732975 |
Avg Bars in Trades | 126 | 207 | 46 | 126 | 207 | 46 |
Avg Bars in Winners | 147 | 246 | 49 | 147 | 246 | 49 |
Avg Bars in Losers | 110 | 177 | 43 | 110 | 177 | 43 |
Bars Traded | 12923 | 10574 | 2349 | 12923 | 10574 | 2349 |
Profit Streak | 0 | 79.152 | 0 | 0 | 79.152 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426890 | -167856 | -763502 | -263574 | -338408 | -763502 |
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{ "first_band": { "type": "kcu", "factors": { "length": 193, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 193, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 133, "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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