Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666926.4871 | 574401.7191 | 92524.768 | 628316.1634 | 260489.2206 | 367826.9428 |
Total P&L (%) | 666.9265 | 574.4017 | 92.5248 | 628.3162 | 260.4892 | 367.8269 |
Avg Daily Profit (%) | 0.3569 | 0.3074 | 0.0495 | 0.1063 | 0.0687 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87579 | -60013 | -41847 | -1123501 | -846356 | -508666 |
Profit Factor | 2.7412 | 3.5574 | 1.584 | 1.1678 | 1.1171 | 1.242 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.0282 | 38.8889 | 37.1429 | 38.0282 | 38.8889 | 37.1429 |
Ratio Avg Win / Avg Loss | 4.4671 | 5.5902 | 2.6806 | 1.9031 | 1.7554 | 2.1019 |
Largest Winning Trade | 525399 | 525399 | 59389 | 672069 | 672069 | 495399 |
Largest Losing Trade | -53034 | -53034 | -15834 | -257357 | -257357 | -243858 |
Avg Bars in Trades | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Winners | 105 | 74 | 138 | 105 | 74 | 138 |
Avg Bars in Losers | 16 | 23 | 10 | 16 | 23 | 10 |
Bars Traded | 3591 | 1564 | 2027 | 3591 | 1564 | 2027 |
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 | -81323 | 409311 | -128861 | -181387 | -196201 | -86828 |
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{ "first_band": { "type": "kcu", "factors": { "length": 88, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 8, "offset": 0 } } }
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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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