Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300188.9904 | 359239.45 | -59050.4596 | 95315.6179 | 523302.7326 | -427987.1147 |
Total P&L (%) | 300.189 | 359.2395 | -59.0505 | 95.3156 | 523.3027 | -427.9871 |
Avg Daily Profit (%) | 0.2262 | 0.2707 | -0.0445 | 0.0505 | 0.138 | 0 |
Buy And Hold Return (%) | 186.7321 | 186.7321 | 186.7321 | 186.7321 | 186.7321 | 186.7321 |
Max Trade Drawdown | -102779 | -77743 | -124183 | -419474 | -178705 | -493715 |
Profit Factor | 1.7678 | 2.7597 | 0.6839 | 1.0876 | 2.1274 | 0.3137 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Profitability (%) | 48 | 59.4595 | 36.8421 | 48 | 59.4595 | 36.8421 |
Ratio Avg Win / Avg Loss | 1.9151 | 1.8816 | 1.1725 | 1.1783 | 1.4505 | 0.5378 |
Largest Winning Trade | 223003 | 223003 | 27963 | 389002 | 389002 | 40869 |
Largest Losing Trade | -61623 | -61623 | -19883 | -127238 | -127238 | -112029 |
Avg Bars in Trades | 62 | 110 | 15 | 62 | 110 | 15 |
Avg Bars in Winners | 81 | 119 | 21 | 81 | 119 | 21 |
Avg Bars in Losers | 44 | 95 | 12 | 44 | 95 | 12 |
Bars Traded | 4679 | 4072 | 607 | 4679 | 4072 | 607 |
Profit Streak | 0 | 117.918 | 0 | 0 | 117.918 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60363 | 312436 | -583937 | -477500 | -6170 | -585604 |
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{ "first_band": { "type": "kcu", "factors": { "length": 84, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 84, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 114, "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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