Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30502.5563 | -16749.6543 | 47252.2106 | 11405.3595 | -24867.4109 | 36272.7704 |
Total P&L (%) | 30.5026 | -16.7497 | 47.2522 | 11.4054 | -24.8674 | 36.2728 |
Avg Daily Profit (%) | 0.1171 | -0.0643 | 0.1814 | 0.0415 | -0.1097 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49788 | -23416 | -46995 | -76692 | -31567 | -72513 |
Profit Factor | 1.3277 | 0.554 | 1.8512 | 1.0869 | 0.5005 | 1.4452 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50.8197 | 41.9355 | 60 | 50.8197 | 41.9355 | 60 |
Ratio Avg Win / Avg Loss | 1.2849 | 0.7671 | 1.2342 | 1.0518 | 0.693 | 0.9634 |
Largest Winning Trade | 41021 | 5883 | 41021 | 40196 | 7978 | 40196 |
Largest Losing Trade | -36531 | -8370 | -36531 | -61232 | -12009 | -61232 |
Avg Bars in Trades | 379 | 34 | 735 | 379 | 34 | 735 |
Avg Bars in Winners | 520 | 35 | 870 | 520 | 35 | 870 |
Avg Bars in Losers | 233 | 33 | 533 | 233 | 33 | 533 |
Bars Traded | 23125 | 1063 | 22062 | 23125 | 1063 | 22062 |
Profit Streak | 18.1506 | 43.8485 | 18.1506 | 18.1506 | 43.8485 | 18.1506 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205262 | -583853 | 313352 | -550319 | -583853 | -37087 |
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{ "first_band": { "type": "kcu", "factors": { "length": 63, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 63, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 161, "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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