Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578594.4664 | 604048.5171 | -25454.0508 | 102033.2375 | 430163.4517 | -328130.2143 |
Total P&L (%) | 578.5945 | 604.0485 | -25.4541 | 102.0332 | 430.1635 | -328.1302 |
Avg Daily Profit (%) | 0.3126 | 0.3263 | -0.0138 | 0.038 | 0.0902 | 0 |
Buy And Hold Return (%) | 68.4811 | 68.4811 | 68.4811 | 68.4811 | 68.4811 | 68.4811 |
Max Trade Drawdown | -209505 | -163578 | -80674 | -683137 | -376755 | -383789 |
Profit Factor | 1.7516 | 2.4242 | 0.9264 | 1.0696 | 1.5912 | 0.556 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Profitability (%) | 38.0952 | 36.1905 | 40 | 38.0952 | 36.1905 | 40 |
Ratio Avg Win / Avg Loss | 2.8464 | 4.2743 | 1.3895 | 1.738 | 2.8055 | 0.834 |
Largest Winning Trade | 511519 | 511519 | 30261 | 606851 | 606851 | 90971 |
Largest Losing Trade | -38116 | -34408 | -38116 | -276533 | -112506 | -276533 |
Avg Bars in Trades | 34 | 47 | 21 | 34 | 47 | 21 |
Avg Bars in Winners | 57 | 90 | 28 | 57 | 90 | 28 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 7174 | 4958 | 2217 | 7174 | 4958 | 2217 |
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 | 316460 | 291296 | -582996 | -301910 | -75749 | -584663 |
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{ "first_band": { "type": "kcu", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "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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