Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486554.3229 | 430761.9937 | 55792.3292 | 488578.0035 | 256695.6968 | 231882.3067 |
Total P&L (%) | 486.5543 | 430.762 | 55.7923 | 488.578 | 256.6957 | 231.8823 |
Avg Daily Profit (%) | 0.2669 | 0.2363 | 0.0306 | 0.0973 | 0.0698 | 0.0658 |
Buy And Hold Return (%) | 197.8014 | 197.8014 | 197.8014 | 197.8014 | 197.8014 | 197.8014 |
Max Trade Drawdown | -146349 | -125474 | -41265 | -2053978 | -2009126 | -257191 |
Profit Factor | 2.5592 | 2.9077 | 1.6469 | 1.1515 | 1.0934 | 1.4854 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 67.7966 | 72.4138 | 63.3333 | 67.7966 | 72.4138 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2156 | 1.1077 | 0.9535 | 0.547 | 0.4165 | 0.86 |
Largest Winning Trade | 100172 | 100172 | 36863 | 682894 | 682894 | 153602 |
Largest Losing Trade | -89565 | -89565 | -31457 | -1938531 | -1938531 | -176624 |
Avg Bars in Trades | 163 | 314 | 17 | 163 | 314 | 17 |
Avg Bars in Winners | 59 | 101 | 12 | 59 | 101 | 12 |
Avg Bars in Losers | 381 | 872 | 25 | 381 | 872 | 25 |
Bars Traded | 9638 | 9120 | 518 | 9638 | 9120 | 518 |
Profit Streak | 149.5921 | 0 | 647.9254 | 149.5921 | 0 | 647.9254 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168481 | 342673 | -314113 | -299012 | -289465 | -214338 |
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{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
# | 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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