Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1824726.8603 | 1777676.2496 | 47050.6108 | 1144724.4299 | 1356183.4473 | -211459.0174 |
Total P&L (%) | 1824.7269 | 1777.6763 | 47.0506 | 1144.7244 | 1356.1834 | -211.459 |
Avg Daily Profit (%) | 0.9859 | 0.9605 | 0.0254 | 0.1363 | 0.1448 | 0 |
Buy And Hold Return (%) | 118.8271 | 118.8271 | 118.8271 | 118.8271 | 118.8271 | 118.8271 |
Max Trade Drawdown | -131877 | -88003 | -84840 | -5192742 | -3815123 | -1851415 |
Profit Factor | 3.897 | 6.8702 | 1.1439 | 1.0943 | 1.205 | 0.9617 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 34.375 | 35.4167 | 33.3333 | 34.375 | 35.4167 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.4398 | 12.5281 | 2.2877 | 2.0892 | 2.1974 | 1.9234 |
Largest Winning Trade | 1556130 | 1556130 | 75273 | 3049015 | 3049015 | 1193601 |
Largest Losing Trade | -53226 | -37535 | -53226 | -1799155 | -1799155 | -1244641 |
Avg Bars in Trades | 225 | 256 | 193 | 225 | 256 | 193 |
Avg Bars in Winners | 522 | 591 | 449 | 522 | 591 | 449 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 21605 | 12300 | 9305 | 21605 | 12300 | 9305 |
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 | 521746 | 585035 | -392238 | -132067 | -4257 | -584392 |
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 243 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 248, "offset": 243 } }, "second_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 4 } } }
# | 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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