Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390668.3865 | 286701.9676 | 103966.4189 | 373932.2981 | -239515.468 | 613447.7661 |
Total P&L (%) | 390.6684 | 286.702 | 103.9664 | 373.9323 | -239.5155 | 613.4478 |
Avg Daily Profit (%) | 0.2075 | 0.1523 | 0.0552 | 0.0827 | 0 | 0.1044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105525 | -120464 | -55497 | -1424692 | -1525720 | -225145 |
Profit Factor | 1.6535 | 1.6948 | 1.5615 | 1.0971 | 0.9226 | 1.8125 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 77.0588 | 80 | 74.1176 | 77.0588 | 80 | 74.1176 |
Ratio Avg Win / Avg Loss | 0.4923 | 0.4237 | 0.5453 | 0.3266 | 0.2307 | 0.6329 |
Largest Winning Trade | 83546 | 83546 | 21918 | 437276 | 437276 | 241286 |
Largest Losing Trade | -58963 | -58963 | -45041 | -848352 | -848352 | -216836 |
Avg Bars in Trades | 41 | 74 | 8 | 41 | 74 | 8 |
Avg Bars in Winners | 12 | 19 | 5 | 12 | 19 | 5 |
Avg Bars in Losers | 139 | 295 | 19 | 139 | 295 | 19 |
Bars Traded | 7121 | 6364 | 756 | 7121 | 6364 | 756 |
Profit Streak | 70.859 | 78.359 | 70.859 | 70.859 | 78.359 | 70.859 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482573 | 462819 | -115249 | -192583 | -575568 | -48589 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "offset": 0, "scalar": 4 } } }
# | 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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