Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301102.0345 | 219358.2831 | 81743.7514 | 826977.6585 | 627362.4055 | 199615.253 |
Total P&L (%) | 301.102 | 219.3583 | 81.7438 | 826.9777 | 627.3624 | 199.6153 |
Avg Daily Profit (%) | 0.5781 | 0.4212 | 0.1569 | 0.4285 | 0.3817 | 0.2109 |
Buy And Hold Return (%) | 66.8246 | 66.8246 | 66.8246 | 66.8246 | 66.8246 | 66.8246 |
Max Trade Drawdown | -37903 | -28225 | -53374 | -169012 | -115221 | -185410 |
Profit Factor | 1.8163 | 2.4459 | 1.3764 | 1.5834 | 2.0668 | 1.2406 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 46.0265 | 45.0331 | 47.0199 | 46.0265 | 45.0331 | 47.0199 |
Ratio Avg Win / Avg Loss | 2.1299 | 2.9854 | 1.5509 | 1.8567 | 2.5227 | 1.3979 |
Largest Winning Trade | 115702 | 115702 | 29429 | 209123 | 209123 | 125171 |
Largest Losing Trade | -11971 | -11971 | -9829 | -72427 | -72427 | -70292 |
Avg Bars in Trades | 81 | 42 | 121 | 81 | 42 | 121 |
Avg Bars in Winners | 121 | 69 | 171 | 121 | 69 | 171 |
Avg Bars in Losers | 48 | 21 | 76 | 48 | 21 | 76 |
Bars Traded | 24733 | 6448 | 18285 | 24733 | 6448 | 18285 |
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 | 431688 | 325715 | -88896 | 445764 | 405193 | 101551 |
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{ "first_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "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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