Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213229.7212 | 28918.4071 | 184311.3141 | 208790.8849 | -242866.9944 | 451657.8794 |
Total P&L (%) | 213.2297 | 28.9184 | 184.3113 | 208.7909 | -242.867 | 451.6579 |
Avg Daily Profit (%) | 0.2054 | 0.0279 | 0.1776 | 0.1087 | 0 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71604 | -109851 | -28890 | -325576 | -461087 | -123311 |
Profit Factor | 1.6402 | 1.1244 | 2.8331 | 1.1931 | 0.6929 | 2.5533 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 56.9231 | 51.5152 | 62.5 | 56.9231 | 51.5152 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2412 | 1.0582 | 1.6999 | 0.9029 | 0.6521 | 1.532 |
Largest Winning Trade | 64265 | 64265 | 38210 | 126105 | 126105 | 89185 |
Largest Losing Trade | -33213 | -33213 | -23086 | -176477 | -176477 | -91304 |
Avg Bars in Trades | 91 | 131 | 50 | 91 | 131 | 50 |
Avg Bars in Winners | 102 | 149 | 62 | 102 | 149 | 62 |
Avg Bars in Losers | 76 | 111 | 30 | 76 | 111 | 30 |
Bars Traded | 5958 | 4333 | 1625 | 5958 | 4333 | 1625 |
Profit Streak | 1.4443 | 4.7776 | 0 | 1.4443 | 4.7776 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128001 | -241448 | 519310 | -195398 | -579632 | 495901 |
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{ "first_band": { "type": "midprice", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 170, "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) |
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