Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -419950.3986 | 26279.2783 | -446229.677 | 1800111.2143 | -217098.5647 | 2017209.7789 |
Total P&L (%) | -419.9504 | 26.2793 | -446.2297 | 1800.1112 | -217.0986 | 2017.2098 |
Avg Daily Profit (%) | -0.4723 | 0.0296 | -0.5018 | 0.3317 | 0 | 0.3439 |
Buy And Hold Return (%) | 228.0353 | 228.0353 | 228.0353 | 228.0353 | 228.0353 | 228.0353 |
Max Trade Drawdown | -491026 | -26764 | -515082 | -874713 | -325322 | -775069 |
Profit Factor | 0.4087 | 1.3281 | 0.2918 | 2.4174 | 0.5149 | 3.4526 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 23 | 23 | 30 | 17 | 13 |
Losing Trades | 23 | 12 | 11 | 39 | 18 | 21 |
Profitability (%) | 66.6667 | 65.7143 | 67.6471 | 43.4783 | 48.5714 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.2043 | 0.6929 | 0.1396 | 3.1426 | 0.5452 | 5.5772 |
Largest Winning Trade | 21798 | 16271 | 21798 | 2638755 | 47572 | 2638755 |
Largest Losing Trade | -376372 | -26764 | -376372 | -402549 | -111232 | -402549 |
Avg Bars in Trades | 130 | 6 | 257 | 130 | 6 | 257 |
Avg Bars in Winners | 63 | 6 | 120 | 181 | 5 | 411 |
Avg Bars in Losers | 262 | 6 | 542 | 90 | 7 | 161 |
Bars Traded | 8980 | 229 | 8751 | 8980 | 229 | 8751 |
Profit Streak | 107.656 | 108.2393 | 0 | 107.656 | 108.2393 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684055 | -317329 | -578507 | -94483 | -580107 | 406025 |
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{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "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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