Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339833.0577 | 352994.3714 | -13161.3137 | -9903.9078 | 193100.7116 | -203004.6194 |
Total P&L (%) | 339.8331 | 352.9944 | -13.1613 | -9.9039 | 193.1007 | -203.0046 |
Avg Daily Profit (%) | 0.1812 | 0.1882 | -0.007 | -0.0056 | 0.0574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190032 | -150507 | -157506 | -238804 | -42239 | -208381 |
Profit Factor | 1.571 | 2.1429 | 0.954 | 0.9734 | 2.7443 | 0.2257 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 56.4103 | 52.6316 | 54.5455 | 56.4103 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3092 | 1.6559 | 0.8586 | 0.8112 | 2.1206 | 0.2031 |
Largest Winning Trade | 214252 | 214252 | 41454 | 115839 | 115839 | 19540 |
Largest Losing Trade | -51810 | -51431 | -51810 | -122705 | -27956 | -122705 |
Avg Bars in Trades | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Winners | 109 | 107 | 112 | 109 | 107 | 112 |
Avg Bars in Losers | 67 | 73 | 62 | 67 | 73 | 62 |
Bars Traded | 6976 | 3613 | 3363 | 6976 | 3613 | 3363 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36488 | 448123 | -580423 | -626466 | -110247 | -580423 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 54, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 54, "offset": 0, "scalar": 1 } } }
# | 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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