Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139582.9298 | 1190498.7714 | -50915.8417 | 144223.3044 | 359054.8468 | -214831.5424 |
Total P&L (%) | 1139.5829 | 1190.4988 | -50.9158 | 144.2233 | 359.0548 | -214.8315 |
Avg Daily Profit (%) | 0.5234 | 0.5468 | -0.0234 | 0.041 | 0.07 | 0 |
Buy And Hold Return (%) | 464.347 | 464.347 | 464.347 | 464.347 | 464.347 | 464.347 |
Max Trade Drawdown | -148038 | -113283 | -69329 | -787352 | -532116 | -336944 |
Profit Factor | 3.3378 | 4.6367 | 0.682 | 1.089 | 1.3173 | 0.5602 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.719 | 6.9551 | 0.9093 | 1.5396 | 1.9759 | 0.747 |
Largest Winning Trade | 978994 | 978994 | 34589 | 694921 | 694921 | 83716 |
Largest Losing Trade | -36306 | -36306 | -28719 | -261515 | -261515 | -145084 |
Avg Bars in Trades | 116 | 221 | 10 | 116 | 221 | 10 |
Avg Bars in Winners | 165 | 328 | 12 | 165 | 328 | 12 |
Avg Bars in Losers | 81 | 150 | 9 | 81 | 150 | 9 |
Bars Traded | 8133 | 7760 | 373 | 8133 | 7760 | 373 |
Profit Streak | 104.2696 | 216.2696 | 104.2696 | 104.2696 | 216.2696 | 104.2696 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87830 | 451453 | -582726 | -526541 | -266413 | -582726 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 60 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 60 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "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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