Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2475799.9853 | -155643.2698 | -2320156.7155 | -100887.8968 | 1627475.2066 | -1728363.1034 |
Total P&L (%) | -2475.8 | -155.6433 | -2320.1567 | -100.8879 | 1627.4752 | -1728.3631 |
Avg Daily Profit (%) | -1.3349 | -0.0839 | -1.251 | 0 | 0.1537 | 0 |
Buy And Hold Return (%) | 117.0888 | 117.0888 | 117.0888 | 117.0888 | 117.0888 | 117.0888 |
Max Trade Drawdown | -2554957 | -210852 | -370755 | -2676952 | -313040 | -109281 |
Profit Factor | 0.1654 | 0.6442 | 0.0825 | 0.9685 | 5.1886 | 0.3868 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 24 | 24 | 42 | 21 | 21 |
Losing Trades | 34 | 17 | 17 | 40 | 20 | 20 |
Profitability (%) | 58.5366 | 58.5366 | 58.5366 | 51.2195 | 51.2195 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.1171 | 0.4563 | 0.0585 | 0.9224 | 4.9416 | 0.3684 |
Largest Winning Trade | 34990 | 34990 | 29887 | 1239636 | 1239636 | 377342 |
Largest Losing Trade | -1983070 | -79533 | -1983070 | -2676952 | -199633 | -2676952 |
Avg Bars in Trades | 131 | 103 | 158 | 131 | 103 | 158 |
Avg Bars in Winners | 58 | 54 | 63 | 131 | 107 | 155 |
Avg Bars in Losers | 233 | 173 | 293 | 130 | 99 | 162 |
Bars Traded | 10755 | 4249 | 6506 | 10755 | 4249 | 6506 |
Profit Streak | 20.0889 | 0 | 109.9223 | 0 | 52.2556 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587615 | -579635 | -578282 | -589397 | 587987 | -580584 |
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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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