Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463035.48 | 285213.826 | 177821.654 | 882997.1234 | 172697.0915 | 710300.0319 |
Total P&L (%) | 463.0355 | 285.2138 | 177.8217 | 882.9971 | 172.6971 | 710.3 |
Avg Daily Profit (%) | 0.2555 | 0.1574 | 0.0981 | 0.1262 | 0.0554 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86587 | -50231 | -69887 | -672352 | -330897 | -514346 |
Profit Factor | 2.4591 | 3.684 | 1.8424 | 1.4456 | 1.25 | 1.5503 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 29.1139 | 35 | 23.0769 | 29.1139 | 35 | 23.0769 |
Ratio Avg Win / Avg Loss | 5.9873 | 6.8418 | 6.1414 | 3.5198 | 2.3215 | 5.1676 |
Largest Winning Trade | 248092 | 248092 | 69337 | 385473 | 259414 | 385473 |
Largest Losing Trade | -18620 | -8632 | -18620 | -135216 | -68222 | -135216 |
Avg Bars in Trades | 61 | 13 | 111 | 61 | 13 | 111 |
Avg Bars in Winners | 187 | 30 | 431 | 187 | 30 | 431 |
Avg Bars in Losers | 9 | 3 | 15 | 9 | 3 | 15 |
Bars Traded | 4872 | 534 | 4338 | 4872 | 534 | 4338 |
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 | -30178 | 308142 | -96732 | -64989 | -123605 | -73892 |
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{ "first_band": { "type": "kcu", "factors": { "length": 166, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ohlc4", "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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