Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617311.4632 | 1544172.8293 | 73138.6339 | 2549338.2785 | 2678524.7262 | -129186.4478 |
Total P&L (%) | 1617.3115 | 1544.1728 | 73.1386 | 2549.3383 | 2678.5247 | -129.1864 |
Avg Daily Profit (%) | 0.8909 | 0.8506 | 0.0403 | 0.1807 | 0.1833 | 0 |
Buy And Hold Return (%) | 605.0938 | 605.0938 | 605.0938 | 605.0938 | 605.0938 | 605.0938 |
Max Trade Drawdown | -123978 | -146935 | -53451 | -5421358 | -3760257 | -2594358 |
Profit Factor | 2.321 | 3.1372 | 1.1458 | 1.1063 | 1.1996 | 0.9878 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 156 | 70 | 86 | 156 | 70 | 86 |
Losing Trades | 216 | 116 | 100 | 216 | 116 | 100 |
Profitability (%) | 41.9355 | 37.6344 | 46.2366 | 41.9355 | 37.6344 | 46.2366 |
Ratio Avg Win / Avg Loss | 3.2137 | 5.1988 | 1.3323 | 1.5318 | 1.9879 | 1.1486 |
Largest Winning Trade | 992266 | 992266 | 47345 | 2967096 | 2967096 | 1120600 |
Largest Losing Trade | -31209 | -31209 | -16560 | -917291 | -870573 | -917291 |
Avg Bars in Trades | 28 | 37 | 20 | 28 | 37 | 20 |
Avg Bars in Winners | 42 | 64 | 25 | 42 | 64 | 25 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 10783 | 7023 | 3760 | 10783 | 7023 | 3760 |
Profit Streak | 12.0685 | 0 | 19.9018 | 12.0685 | 0 | 19.9018 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502969 | 406980 | -365265 | -96914 | 65314 | -579322 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 1 } } }
# | 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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