Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -110264.3373 | 99077.1129 | -209341.4503 | 708489.5971 | -22248.8649 | 730738.462 |
Total P&L (%) | -110.2643 | 99.0771 | -209.3415 | 708.4896 | -22.2489 | 730.7385 |
Avg Daily Profit (%) | -0.0882 | 0.0793 | -0.1675 | 0.1674 | -0.0201 | 0.1696 |
Buy And Hold Return (%) | 13.7972 | 13.7972 | 13.7972 | 13.7972 | 13.7972 | 13.7972 |
Max Trade Drawdown | -339768 | -52161 | -372414 | -1296717 | -732949 | -1186522 |
Profit Factor | 0.8814 | 1.3748 | 0.6852 | 1.1195 | 0.9903 | 1.201 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 139 | 63 | 76 | 123 | 59 | 64 |
Losing Trades | 53 | 33 | 20 | 69 | 37 | 32 |
Profitability (%) | 72.3958 | 65.625 | 79.1667 | 64.0625 | 61.4583 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3361 | 0.7201 | 0.1803 | 0.628 | 0.621 | 0.6005 |
Largest Winning Trade | 28459 | 28459 | 21644 | 1646379 | 148613 | 1646379 |
Largest Losing Trade | -279520 | -30394 | -279520 | -660268 | -391979 | -660268 |
Avg Bars in Trades | 19 | 10 | 27 | 19 | 10 | 27 |
Avg Bars in Winners | 14 | 9 | 18 | 15 | 10 | 21 |
Avg Bars in Losers | 31 | 12 | 61 | 24 | 11 | 40 |
Bars Traded | 3664 | 1033 | 2631 | 3664 | 1033 | 2631 |
Profit Streak | 29.5613 | 29.5613 | 43.8947 | 29.5613 | 29.5613 | 43.8947 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575587 | -85398 | -576185 | -78839 | -578772 | 308217 |
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{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 51, "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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