Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476448.4238 | 485491.8709 | -9043.4471 | -28786.315 | 119718.6787 | -148504.9938 |
Total P&L (%) | 476.4484 | 485.4919 | -9.0434 | -28.7863 | 119.7187 | -148.505 |
Avg Daily Profit (%) | 0.2532 | 0.258 | -0.0048 | -0.018 | 0.0418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196451 | -137194 | -105571 | -402018 | -220678 | -233982 |
Profit Factor | 1.7728 | 2.4838 | 0.9687 | 0.9646 | 1.327 | 0.6684 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 43.1818 | 55.5556 | 49.4382 | 43.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8131 | 3.2681 | 0.775 | 0.9866 | 1.7461 | 0.5348 |
Largest Winning Trade | 455230 | 455230 | 38421 | 294040 | 294040 | 110637 |
Largest Losing Trade | -68352 | -59982 | -68352 | -214222 | -106994 | -214222 |
Avg Bars in Trades | 40 | 62 | 19 | 40 | 62 | 19 |
Avg Bars in Winners | 45 | 74 | 23 | 45 | 74 | 23 |
Avg Bars in Losers | 35 | 52 | 14 | 35 | 52 | 14 |
Bars Traded | 3612 | 2733 | 879 | 3612 | 2733 | 879 |
Profit Streak | 0 | 52.9568 | 0 | 0 | 52.9568 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412447 | 389551 | -579714 | -580758 | -137680 | -579714 |
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{ "first_band": { "type": "kcu", "factors": { "length": 67, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 67, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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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