Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516881.2135 | 467886.0294 | 48995.1841 | 263777.4723 | 127359.1508 | 136418.3215 |
Total P&L (%) | 516.8812 | 467.886 | 48.9952 | 263.7775 | 127.3592 | 136.4183 |
Avg Daily Profit (%) | 0.2747 | 0.2487 | 0.026 | 0.0687 | 0.0437 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128927 | -44468 | -120743 | -354117 | -179768 | -206217 |
Profit Factor | 1.9823 | 3.4464 | 1.1463 | 1.2559 | 1.3071 | 1.2215 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 38.7387 | 35.7143 | 41.8182 | 38.7387 | 35.7143 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.1349 | 6.2035 | 1.5948 | 1.9861 | 2.3528 | 1.6995 |
Largest Winning Trade | 371426 | 371426 | 57724 | 223908 | 192347 | 223908 |
Largest Losing Trade | -55208 | -16393 | -55208 | -160825 | -53296 | -160825 |
Avg Bars in Trades | 97 | 47 | 148 | 97 | 47 | 148 |
Avg Bars in Winners | 189 | 93 | 272 | 189 | 93 | 272 |
Avg Bars in Losers | 39 | 22 | 59 | 39 | 22 | 59 |
Bars Traded | 10840 | 2676 | 8164 | 10840 | 2676 | 8164 |
Profit Streak | 0 | 0 | 7.4782 | 0 | 0 | 7.4782 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300898 | -171259 | -400561 | -104411 | -319232 | -313654 |
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{ "first_band": { "type": "kcu", "factors": { "length": 225, "offset": 222, "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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