Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352806.4068 | 337998.5199 | 14807.8869 | 269775.0647 | 290210.8884 | -20435.8237 |
Total P&L (%) | 352.8064 | 337.9985 | 14.8079 | 269.7751 | 290.2109 | -20.4358 |
Avg Daily Profit (%) | 0.2499 | 0.2394 | 0.0105 | 0.0927 | 0.0965 | -0.0162 |
Buy And Hold Return (%) | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 |
Max Trade Drawdown | -95085 | -107122 | -66515 | -471058 | -549499 | -249955 |
Profit Factor | 1.8482 | 2.2288 | 1.1051 | 1.1738 | 1.2595 | 0.9529 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Losing Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Profitability (%) | 71.0744 | 80 | 62.2951 | 71.0744 | 80 | 62.2951 |
Ratio Avg Win / Avg Loss | 0.7522 | 0.5572 | 0.6689 | 0.4777 | 0.3149 | 0.5768 |
Largest Winning Trade | 46482 | 46482 | 13031 | 124358 | 124358 | 47917 |
Largest Losing Trade | -73386 | -73386 | -52737 | -362399 | -362399 | -217896 |
Avg Bars in Trades | 31 | 58 | 4 | 31 | 58 | 4 |
Avg Bars in Winners | 13 | 21 | 2 | 13 | 21 | 2 |
Avg Bars in Losers | 74 | 204 | 6 | 74 | 204 | 6 |
Bars Traded | 3753 | 3507 | 245 | 3753 | 3507 | 245 |
Profit Streak | 578.0554 | 586.3887 | 578.0554 | 578.0554 | 586.3887 | 578.0554 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445341 | -155506 | -609663 | -97750 | -231517 | -739252 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 3 } } }
# | 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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