Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42173.3073 | 3805.6208 | 38367.6866 | 47153.7139 | 1261.4191 | 45892.2948 |
Total P&L (%) | 42.1733 | 3.8056 | 38.3677 | 47.1537 | 1.2614 | 45.8923 |
Avg Daily Profit (%) | 0.8098 | 0.0731 | 0.7367 | 0.7445 | 0.0241 | 0.7279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18351 | -17742 | -11604 | -25152 | -24589 | -15220 |
Profit Factor | 1.4298 | 1.081 | 1.7501 | 1.3604 | 1.0203 | 1.6691 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 51.1364 | 45.4545 | 56.8182 | 51.1364 | 45.4545 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3663 | 1.2972 | 1.3301 | 1.3 | 1.2243 | 1.2685 |
Largest Winning Trade | 8606 | 8606 | 6098 | 9761 | 9761 | 8190 |
Largest Losing Trade | -5500 | -5500 | -5470 | -7595 | -7595 | -7145 |
Avg Bars in Trades | 137 | 49 | 225 | 137 | 49 | 225 |
Avg Bars in Winners | 154 | 58 | 230 | 154 | 58 | 230 |
Avg Bars in Losers | 120 | 42 | 218 | 120 | 42 | 218 |
Bars Traded | 24202 | 4377 | 19825 | 24202 | 4377 | 19825 |
Profit Streak | 0 | 12.7118 | 0 | 0 | 12.7118 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382258 | -395610 | 380015 | 365549 | -527781 | 395743 |
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{ "first_band": { "type": "kcu", "factors": { "length": 132, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 132, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "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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