Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279698.7966 | 154611.0596 | 125087.737 | 395212.0576 | -16660.5112 | 411872.5688 |
Total P&L (%) | 279.6988 | 154.6111 | 125.0877 | 395.2121 | -16.6605 | 411.8726 |
Avg Daily Profit (%) | 0.2685 | 0.1484 | 0.1201 | 0.1537 | -0.0175 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71606 | -82908 | -65467 | -373001 | -472855 | -123016 |
Profit Factor | 1.4262 | 1.3535 | 1.5714 | 1.234 | 0.987 | 2.004 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 462 | 245 | 217 | 462 | 245 | 217 |
Losing Trades | 154 | 63 | 91 | 154 | 63 | 91 |
Profitability (%) | 75 | 79.5455 | 70.4545 | 75 | 79.5455 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.4754 | 0.348 | 0.659 | 0.4113 | 0.2538 | 0.8404 |
Largest Winning Trade | 19772 | 16705 | 19772 | 100474 | 72738 | 100474 |
Largest Losing Trade | -42515 | -40891 | -42515 | -221959 | -221959 | -60370 |
Avg Bars in Trades | 39 | 68 | 11 | 39 | 68 | 11 |
Avg Bars in Winners | 14 | 21 | 6 | 14 | 21 | 6 |
Avg Bars in Losers | 115 | 248 | 24 | 115 | 248 | 24 |
Bars Traded | 24626 | 20959 | 3666 | 24626 | 20959 | 3666 |
Profit Streak | 7.811 | 7.8527 | 7.811 | 7.811 | 7.8527 | 7.811 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554623 | 338742 | -27949 | 477007 | -575216 | 465970 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 228, "offset": 0, "scalar": 4 } } }
# | 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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