Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823539.029 | 762273.3235 | 61265.7055 | 5060551.7392 | 4812226.1283 | 248325.6109 |
Total P&L (%) | 823.539 | 762.2733 | 61.2657 | 5060.5517 | 4812.2261 | 248.3256 |
Avg Daily Profit (%) | 0.3954 | 0.366 | 0.0294 | 0.1895 | 0.1872 | 0.0599 |
Buy And Hold Return (%) | 1118.0487 | 1118.0487 | 1118.0487 | 1118.0487 | 1118.0487 | 1118.0487 |
Max Trade Drawdown | -75183 | -68871 | -36783 | -1391502 | -983235 | -457491 |
Profit Factor | 2.5827 | 3.7295 | 1.2542 | 1.9246 | 2.6366 | 1.098 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 50.9202 | 50.6173 | 51.2195 | 50.9202 | 50.6173 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4894 | 3.6385 | 1.1944 | 1.8551 | 2.5723 | 1.0458 |
Largest Winning Trade | 414473 | 414473 | 27133 | 3357605 | 3357605 | 461577 |
Largest Losing Trade | -26369 | -26369 | -22779 | -949695 | -949695 | -291920 |
Avg Bars in Trades | 148 | 250 | 47 | 148 | 250 | 47 |
Avg Bars in Winners | 171 | 298 | 48 | 171 | 298 | 48 |
Avg Bars in Losers | 123 | 201 | 45 | 123 | 201 | 45 |
Bars Traded | 24132 | 20273 | 3859 | 24132 | 20273 | 3859 |
Profit Streak | 0 | 109.5287 | 0 | 0 | 109.5287 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150171 | -159870 | -323859 | 389585 | 21319 | -395642 |
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{ "first_band": { "type": "kcu", "factors": { "length": 250, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcu", "factors": { "length": 165, "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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