Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8381229.3069 | 78957.9685 | -8460187.2754 | 235203450.4786 | 27786860.9937 | 207416589.4849 |
Total P&L (%) | -8381.2293 | 78.958 | -8460.1873 | 235203.4505 | 27786.861 | 207416.5895 |
Avg Daily Profit (%) | -4.4855 | 0.0423 | -4.5278 | 0.4164 | 0.3018 | 0.4096 |
Buy And Hold Return (%) | 11055.0731 | 11055.0731 | 11055.0731 | 11055.0731 | 11055.0731 | 11055.0731 |
Max Trade Drawdown | -8431783 | -60194 | -8483399 | -83535690 | -44888533 | -48249710 |
Profit Factor | 0.0633 | 1.377 | 0.0318 | 1.9299 | 1.1919 | 2.9182 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 66 | 33 | 33 | 58 | 26 | 32 |
Losing Trades | 61 | 31 | 30 | 69 | 38 | 31 |
Profitability (%) | 51.9685 | 51.5625 | 52.381 | 45.6693 | 40.625 | 50.7937 |
Ratio Avg Win / Avg Loss | 0.0585 | 1.2936 | 0.0289 | 2.296 | 1.742 | 2.827 |
Largest Winning Trade | 57877 | 57664 | 57877 | 223114672 | 45587048 | 223114672 |
Largest Losing Trade | -8041915 | -32698 | -8041915 | -44942393 | -29940785 | -44942393 |
Avg Bars in Trades | 26 | 17 | 35 | 26 | 17 | 35 |
Avg Bars in Winners | 14 | 18 | 10 | 25 | 23 | 27 |
Avg Bars in Losers | 38 | 15 | 62 | 26 | 13 | 43 |
Bars Traded | 3330 | 1103 | 2227 | 3330 | 1103 | 2227 |
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 | -579908 | -440386 | -727149 | 449364 | -145778 | -131175 |
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 206 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 2, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 206 } } }
# | 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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