Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2271479.299 | 2295633.9641 | -24154.6651 | -68682.5219 | 17409.6788 | -86092.2007 |
Total P&L (%) | 2271.4793 | 2295.634 | -24.1547 | -68.6825 | 17.4097 | -86.0922 |
Avg Daily Profit (%) | 0.9767 | 0.9871 | -0.0104 | -0.0499 | 0.0069 | -0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153096 | -182003 | -173644 | -308324 | -218806 | -198311 |
Profit Factor | 3.5081 | 5.2159 | 0.9331 | 0.9251 | 1.031 | 0.758 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 43.1373 | 37.2549 | 49.0196 | 43.1373 | 37.2549 | 49.0196 |
Ratio Avg Win / Avg Loss | 4.6243 | 8.7847 | 0.9704 | 1.2195 | 1.7364 | 0.7884 |
Largest Winning Trade | 2392489 | 2392489 | 30047 | 277125 | 277125 | 43939 |
Largest Losing Trade | -64988 | -64988 | -35582 | -136581 | -136581 | -79350 |
Avg Bars in Trades | 66 | 79 | 53 | 66 | 79 | 53 |
Avg Bars in Winners | 99 | 135 | 72 | 99 | 135 | 72 |
Avg Bars in Losers | 41 | 46 | 35 | 41 | 46 | 35 |
Bars Traded | 6820 | 4075 | 2745 | 6820 | 4075 | 2745 |
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 | 634423 | -163730 | -761214 | -581508 | -562557 | -761214 |
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 71, "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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