Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415784.254 | 494675.7648 | -78891.5107 | -84911.5713 | 264759.0555 | -349670.6269 |
Total P&L (%) | 415.7843 | 494.6758 | -78.8915 | -84.9116 | 264.7591 | -349.6706 |
Avg Daily Profit (%) | 0.2137 | 0.2543 | -0.0406 | -0.0972 | 0.0665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214540 | -170103 | -112394 | -861035 | -537507 | -413679 |
Profit Factor | 1.5287 | 2.0398 | 0.7461 | 0.9385 | 1.3416 | 0.4221 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 48.1481 | 50 | 46.3415 | 48.1481 | 50 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.6463 | 2.0398 | 0.8639 | 1.0107 | 1.3416 | 0.4887 |
Largest Winning Trade | 389147 | 389147 | 37814 | 694314 | 694314 | 64381 |
Largest Losing Trade | -70510 | -70510 | -47072 | -315701 | -253772 | -315701 |
Avg Bars in Trades | 139 | 253 | 27 | 139 | 253 | 27 |
Avg Bars in Winners | 108 | 178 | 34 | 108 | 178 | 34 |
Avg Bars in Losers | 167 | 328 | 21 | 167 | 328 | 21 |
Bars Traded | 11279 | 10133 | 1146 | 11279 | 10133 | 1146 |
Profit Streak | 0 | 74.4617 | 0 | 0 | 74.4617 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6666 | 451725 | -581887 | -596109 | -103164 | -581887 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 25, "offset": 40 } }, "second_band": { "type": "kcu", "factors": { "length": 224, "offset": 0, "scalar": 3 } } }
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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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