Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949610.3082 | 904184.4641 | 45425.8441 | 1050907.4886 | 529090.9271 | 521816.5615 |
Total P&L (%) | 949.6103 | 904.1845 | 45.4258 | 1050.9075 | 529.0909 | 521.8166 |
Avg Daily Profit (%) | 0.4106 | 0.391 | 0.0196 | 0.1057 | 0.0796 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195745 | -61664 | -310207 | -689791 | -481341 | -393619 |
Profit Factor | 1.6919 | 2.7281 | 1.0535 | 1.2657 | 1.2958 | 1.2409 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Losing Trades | 267 | 127 | 140 | 267 | 127 | 140 |
Profitability (%) | 29.1777 | 32.8042 | 25.5319 | 29.1777 | 32.8042 | 25.5319 |
Ratio Avg Win / Avg Loss | 4.1066 | 5.5883 | 3.0727 | 3.0722 | 2.6542 | 3.6193 |
Largest Winning Trade | 457771 | 457771 | 86389 | 611368 | 611368 | 400652 |
Largest Losing Trade | -30887 | -21441 | -30887 | -158502 | -158502 | -112810 |
Avg Bars in Trades | 17 | 8 | 26 | 17 | 8 | 26 |
Avg Bars in Winners | 44 | 19 | 77 | 44 | 19 | 77 |
Avg Bars in Losers | 6 | 3 | 9 | 6 | 3 | 9 |
Bars Traded | 6708 | 1678 | 5029 | 6708 | 1678 | 5029 |
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 | 140046 | 320400 | -355702 | -59628 | -91122 | -112918 |
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 71, "scalar": 1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 71, "scalar": 1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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