Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371517.0239 | 316227.6535 | 55289.3704 | -47494.4204 | 343591.3462 | -391085.7666 |
Total P&L (%) | 371.517 | 316.2277 | 55.2894 | -47.4944 | 343.5913 | -391.0858 |
Avg Daily Profit (%) | 0.1942 | 0.1653 | 0.0289 | -0.0337 | 0.0779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203849 | -110147 | -174791 | -423402 | -187959 | -512303 |
Profit Factor | 1.1711 | 1.3338 | 1.0452 | 0.9855 | 1.2597 | 0.7993 |
Total Trades | 941 | 471 | 470 | 941 | 471 | 470 |
Winning Trades | 479 | 238 | 241 | 479 | 238 | 241 |
Losing Trades | 462 | 233 | 229 | 462 | 233 | 229 |
Profitability (%) | 50.9033 | 50.5308 | 51.2766 | 50.9033 | 50.5308 | 51.2766 |
Ratio Avg Win / Avg Loss | 1.1295 | 1.3058 | 0.9931 | 0.9505 | 1.2333 | 0.7595 |
Largest Winning Trade | 53945 | 53945 | 46405 | 124026 | 124026 | 50705 |
Largest Losing Trade | -59674 | -48798 | -59674 | -205678 | -65460 | -205678 |
Avg Bars in Trades | 24 | 18 | 29 | 24 | 18 | 29 |
Avg Bars in Winners | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Losers | 25 | 19 | 30 | 25 | 19 | 30 |
Bars Traded | 22612 | 8568 | 14044 | 22612 | 8568 | 14044 |
Profit Streak | 12.1636 | 13.0803 | 0 | 12.1636 | 13.0803 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18439 | 394106 | -325440 | -574431 | -85786 | -578434 |
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{ "first_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 139 } } }
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# | 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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