Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330439.0616 | 241783.6573 | 88655.4043 | -4922.2717 | -219370.7926 | 214448.521 |
Total P&L (%) | 330.4391 | 241.7837 | 88.6554 | -4.9223 | -219.3708 | 214.4485 |
Avg Daily Profit (%) | 0.207 | 0.1515 | 0.0555 | -0.0032 | 0 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166992 | -89996 | -82575 | -679506 | -631670 | -61396 |
Profit Factor | 1.8213 | 1.9776 | 1.572 | 0.9946 | 0.7159 | 2.5811 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 81.3187 | 84.4444 | 78.2609 | 81.3187 | 84.4444 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.4184 | 0.3643 | 0.4367 | 0.2285 | 0.1319 | 0.717 |
Largest Winning Trade | 49827 | 49827 | 29691 | 102910 | 102910 | 80243 |
Largest Losing Trade | -89996 | -89996 | -76996 | -625933 | -625933 | -61396 |
Avg Bars in Trades | 46 | 85 | 8 | 46 | 85 | 8 |
Avg Bars in Winners | 14 | 24 | 4 | 14 | 24 | 4 |
Avg Bars in Losers | 182 | 413 | 20 | 182 | 413 | 20 |
Bars Traded | 4206 | 3830 | 376 | 4206 | 3830 | 376 |
Profit Streak | 140.1193 | 140.1193 | 301.786 | 140.1193 | 140.1193 | 301.786 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515189 | 487201 | -113294 | -574825 | -575430 | -89554 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 168, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 168, "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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