Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589711.3184 | 1503158.1237 | 86553.1947 | 3790486.609 | -1077003.7838 | 4867490.3928 |
Total P&L (%) | 1589.7113 | 1503.1581 | 86.5532 | 3790.4866 | -1077.0038 | 4867.4904 |
Avg Daily Profit (%) | 0.8514 | 0.805 | 0.0464 | 0.1963 | 0 | 0.2094 |
Buy And Hold Return (%) | 496.831 | 496.831 | 496.831 | 496.831 | 496.831 | 496.831 |
Max Trade Drawdown | -74248 | -87774 | -58080 | -4961725 | -6737318 | -2162050 |
Profit Factor | 4.0129 | 5.9079 | 1.391 | 1.14 | 0.9395 | 1.5242 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 50.9804 | 49.0196 | 52.9412 | 50.9804 | 49.0196 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.8585 | 6.1442 | 1.2364 | 1.0961 | 0.977 | 1.3549 |
Largest Winning Trade | 1172504 | 1172504 | 41468 | 2860831 | 2860831 | 2007984 |
Largest Losing Trade | -39909 | -39909 | -31991 | -2861651 | -2861651 | -1536907 |
Avg Bars in Trades | 69 | 85 | 52 | 69 | 85 | 52 |
Avg Bars in Winners | 85 | 114 | 57 | 85 | 114 | 57 |
Avg Bars in Losers | 52 | 58 | 47 | 52 | 58 | 47 |
Bars Traded | 7065 | 4382 | 2683 | 7065 | 4382 | 2683 |
Profit Streak | 0 | 22.566 | 0 | 0 | 22.566 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638875 | -161346 | -475814 | -58137 | -760666 | -170102 |
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{ "first_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 98, "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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