Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518365.8923 | 473563.4846 | 44802.4077 | 479531.5861 | 813287.6666 | -333756.0804 |
Total P&L (%) | 518.3659 | 473.5635 | 44.8024 | 479.5316 | 813.2877 | -333.7561 |
Avg Daily Profit (%) | 0.2623 | 0.2397 | 0.0227 | 0.089 | 0.112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132402 | -24677 | -188128 | -403522 | -133403 | -537259 |
Profit Factor | 1.7316 | 3.9373 | 1.0819 | 1.2042 | 2.4046 | 0.8113 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Losing Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Profitability (%) | 50.2924 | 55.814 | 44.7059 | 50.2924 | 55.814 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.7114 | 3.117 | 1.3381 | 1.1902 | 1.9037 | 1.0035 |
Largest Winning Trade | 96772 | 96772 | 73737 | 228270 | 228270 | 133115 |
Largest Losing Trade | -69447 | -17533 | -69447 | -144697 | -81829 | -144697 |
Avg Bars in Trades | 65 | 21 | 109 | 65 | 21 | 109 |
Avg Bars in Winners | 92 | 29 | 171 | 92 | 29 | 171 |
Avg Bars in Losers | 37 | 11 | 59 | 37 | 11 | 59 |
Bars Traded | 11152 | 1832 | 9320 | 11152 | 1832 | 9320 |
Profit Streak | 554.3829 | 563.0496 | 0 | 554.3829 | 563.0496 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481320 | 585599 | -297242 | -73178 | -37184 | -581496 |
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{ "first_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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