Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8807789.8389 | 96871.8089 | -8904661.6478 | 13254298.644 | -40511345.5437 | 53765644.1877 |
Total P&L (%) | -8807.7898 | 96.8718 | -8904.6616 | 13254.2986 | -40511.3455 | 53765.6442 |
Avg Daily Profit (%) | -3.8648 | 0.0425 | -3.9073 | 0.215 | 0 | 0.2763 |
Buy And Hold Return (%) | 9600.5513 | 9600.5513 | 9600.5513 | 9600.5513 | 9600.5513 | 9600.5513 |
Max Trade Drawdown | -8968738 | -60919 | -8985303 | -128957414 | -51255820 | -107194271 |
Profit Factor | 0.0585 | 1.5775 | 0.0307 | 1.0599 | 0.5804 | 1.4309 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 56 | 26 | 30 | 38 | 19 | 19 |
Losing Trades | 32 | 18 | 14 | 50 | 25 | 25 |
Profitability (%) | 63.6364 | 59.0909 | 68.1818 | 43.1818 | 43.1818 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.0334 | 1.0921 | 0.0143 | 1.3946 | 0.7637 | 1.8828 |
Largest Winning Trade | 39048 | 35456 | 39048 | 87002859 | 21934526 | 87002859 |
Largest Losing Trade | -8848400 | -32586 | -8848400 | -21982384 | -12675856 | -21982384 |
Avg Bars in Trades | 71 | 44 | 99 | 71 | 44 | 99 |
Avg Bars in Winners | 50 | 32 | 66 | 72 | 49 | 95 |
Avg Bars in Losers | 108 | 62 | 168 | 71 | 40 | 102 |
Bars Traded | 6332 | 1963 | 4368 | 6332 | 1963 | 4368 |
Profit Streak | 151.2733 | 151.2733 | 245.6066 | 151.2733 | 151.2733 | 245.6066 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577115 | -297929 | -576986 | -194897 | -582407 | 307281 |
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{ "first_band": { "type": "kcu", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 182 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 18, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 182 } } }
# | 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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