Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749817.3932 | 594628.9595 | 155188.4336 | 1147277.9431 | -1002800.057 | 2150078.0001 |
Total P&L (%) | 749.8174 | 594.629 | 155.1884 | 1147.2779 | -1002.8001 | 2150.078 |
Avg Daily Profit (%) | 0.3861 | 0.3062 | 0.0799 | 0.13 | 0 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142782 | -129575 | -56004 | -3319573 | -3439015 | -1344906 |
Profit Factor | 3.1816 | 3.6833 | 2.271 | 1.1657 | 0.7822 | 1.9274 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 38.0952 | 25.8065 | 50 | 38.0952 | 25.8065 | 50 |
Ratio Avg Win / Avg Loss | 5.1701 | 10.5894 | 2.271 | 1.8943 | 2.2488 | 1.9274 |
Largest Winning Trade | 552418 | 552418 | 45652 | 2203132 | 2203132 | 1187841 |
Largest Losing Trade | -30457 | -19527 | -30457 | -790588 | -692985 | -790588 |
Avg Bars in Trades | 164 | 219 | 111 | 164 | 219 | 111 |
Avg Bars in Winners | 308 | 560 | 182 | 308 | 560 | 182 |
Avg Bars in Losers | 75 | 101 | 39 | 75 | 101 | 39 |
Bars Traded | 10366 | 6811 | 3555 | 10366 | 6811 | 3555 |
Profit Streak | 119.6248 | 0 | 262.4581 | 119.6248 | 0 | 262.4581 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139633 | -10525 | -80605 | -211454 | -604300 | 456439 |
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{ "first_band": { "type": "kcu", "factors": { "length": 186, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 91, "offset": 0, "scalar": 5 } } }
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# | 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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