Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485942.9111 | 1514262.7347 | -28319.8235 | 290633.0362 | 2188612.7788 | -1897979.7426 |
Total P&L (%) | 1485.9429 | 1514.2627 | -28.3198 | 290.633 | 2188.6128 | -1897.9797 |
Avg Daily Profit (%) | 0.7923 | 0.8074 | -0.0151 | 0.0727 | 0.167 | 0 |
Buy And Hold Return (%) | 402.7953 | 402.7953 | 402.7953 | 402.7953 | 402.7953 | 402.7953 |
Max Trade Drawdown | -256837 | -236510 | -59797 | -12215630 | -10236481 | -2677832 |
Profit Factor | 2.7942 | 3.8112 | 0.9022 | 1.0145 | 1.1721 | 0.741 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 71 | 27 | 44 | 71 | 27 | 44 |
Losing Trades | 98 | 57 | 41 | 98 | 57 | 41 |
Profitability (%) | 42.0118 | 32.1429 | 51.7647 | 42.0118 | 32.1429 | 51.7647 |
Ratio Avg Win / Avg Loss | 3.8568 | 8.0458 | 0.8407 | 1.4003 | 2.4744 | 0.6905 |
Largest Winning Trade | 886805 | 886805 | 16284 | 10761301 | 10761301 | 816663 |
Largest Losing Trade | -41127 | -41127 | -21129 | -2651120 | -2651120 | -1574068 |
Avg Bars in Trades | 130 | 223 | 38 | 130 | 223 | 38 |
Avg Bars in Winners | 156 | 355 | 34 | 156 | 355 | 34 |
Avg Bars in Losers | 112 | 161 | 44 | 112 | 161 | 44 |
Bars Traded | 22105 | 18797 | 3307 | 22105 | 18797 | 3307 |
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 | 493660 | 373881 | -580875 | -468483 | -30687 | -580875 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "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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