Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84627.3578 | 220819.3957 | -136192.0379 | 538102.832 | 232599.3902 | 305503.4418 |
Total P&L (%) | 84.6274 | 220.8194 | -136.192 | 538.1028 | 232.5994 | 305.5034 |
Avg Daily Profit (%) | 0.068 | 0.1775 | -0.1095 | 0.1491 | 0.0966 | 0.1126 |
Buy And Hold Return (%) | 24.7407 | 24.7407 | 24.7407 | 24.7407 | 24.7407 | 24.7407 |
Max Trade Drawdown | -329224 | -41410 | -347096 | -393124 | -101907 | -309099 |
Profit Factor | 1.094 | 1.8082 | 0.7829 | 1.4506 | 1.4675 | 1.4385 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 140 | 66 | 74 | 140 | 69 | 71 |
Losing Trades | 116 | 62 | 54 | 116 | 59 | 57 |
Profitability (%) | 54.6875 | 51.5625 | 57.8125 | 54.6875 | 53.9063 | 55.4688 |
Ratio Avg Win / Avg Loss | 0.9064 | 1.6986 | 0.5713 | 1.2019 | 1.2548 | 1.1548 |
Largest Winning Trade | 43064 | 43064 | 28500 | 326916 | 134158 | 326916 |
Largest Losing Trade | -261911 | -29970 | -261911 | -220372 | -76454 | -220372 |
Avg Bars in Trades | 56 | 46 | 66 | 56 | 46 | 66 |
Avg Bars in Winners | 43 | 41 | 45 | 48 | 43 | 53 |
Avg Bars in Losers | 72 | 52 | 95 | 66 | 50 | 82 |
Bars Traded | 14492 | 5971 | 8521 | 14492 | 5971 | 8521 |
Profit Streak | 8.422 | 8.5053 | 0 | 8.422 | 8.5053 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221049 | 414649 | -579979 | 360373 | -61874 | -41257 |
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{ "first_band": { "type": "kcu", "factors": { "length": 49, "offset": 160, "scalar": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 213 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 49, "offset": 160, "scalar": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 213 } } }
# | 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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