Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91924.5761 | 65926.7051 | 25997.8709 | 123777.697 | 89193.7274 | 34583.9696 |
Total P&L (%) | 91.9246 | 65.9267 | 25.9979 | 123.7777 | 89.1937 | 34.584 |
Avg Daily Profit (%) | 0.353 | 0.2532 | 0.0998 | 0.3098 | 0.2451 | 0.1141 |
Buy And Hold Return (%) | 32.0539 | 32.0539 | 32.0539 | 32.0539 | 32.0539 | 32.0539 |
Max Trade Drawdown | -26749 | -24260 | -10765 | -26500 | -24590 | -14122 |
Profit Factor | 1.7621 | 1.9392 | 1.5156 | 1.8257 | 2.0127 | 1.5593 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 71.6981 | 69.8113 | 73.5849 | 71.6981 | 69.8113 | 73.5849 |
Ratio Avg Win / Avg Loss | 0.6956 | 0.8386 | 0.5441 | 0.7207 | 0.8704 | 0.5597 |
Largest Winning Trade | 15419 | 15419 | 5215 | 18156 | 18156 | 11191 |
Largest Losing Trade | -24260 | -24260 | -8337 | -24590 | -24590 | -10598 |
Avg Bars in Trades | 224 | 328 | 121 | 224 | 328 | 121 |
Avg Bars in Winners | 141 | 205 | 81 | 141 | 205 | 81 |
Avg Bars in Losers | 435 | 613 | 232 | 435 | 613 | 232 |
Bars Traded | 23825 | 17411 | 6414 | 23825 | 17411 | 6414 |
Profit Streak | 5.2246 | 5.2246 | 22.2663 | 5.2246 | 5.2246 | 22.2663 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339174 | -175700 | -402668 | 362093 | -172420 | -358794 |
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 239, "offset": 0, "scalar": 2 } } }
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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) |
---|