Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721882.2165 | 423165.0739 | 298717.1426 | 12053854.8312 | 4254293.127 | 7799561.7042 |
Total P&L (%) | 721.8822 | 423.1651 | 298.7171 | 12053.8548 | 4254.2931 | 7799.5617 |
Avg Daily Profit (%) | 0.3967 | 0.2326 | 0.1642 | 0.2642 | 0.2076 | 0.2404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71741 | -25090 | -52421 | -4267871 | -1817468 | -3091152 |
Profit Factor | 4.1954 | 6.8226 | 2.9494 | 1.971 | 1.8759 | 2.0321 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40.7407 | 43.9024 | 37.5 | 40.7407 | 43.9024 | 37.5 |
Ratio Avg Win / Avg Loss | 6.1024 | 8.7177 | 4.9156 | 2.8669 | 2.397 | 3.3869 |
Largest Winning Trade | 234695 | 234695 | 73165 | 4642296 | 2483583 | 4642296 |
Largest Losing Trade | -20847 | -11921 | -20847 | -1336260 | -702430 | -1336260 |
Avg Bars in Trades | 41 | 12 | 71 | 41 | 12 | 71 |
Avg Bars in Winners | 92 | 23 | 175 | 92 | 23 | 175 |
Avg Bars in Losers | 6 | 3 | 9 | 6 | 3 | 9 |
Bars Traded | 3357 | 496 | 2860 | 3357 | 496 | 2860 |
Profit Streak | 0 | 0 | 84.561 | 0 | 0 | 84.561 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2954 | 517320 | 312207 | -7547 | 345812 | 286944 |
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{ "first_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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