Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318727.6789 | 279455.0369 | 39272.642 | 299640.1826 | 200141.4602 | 99498.7224 |
Total P&L (%) | 318.7277 | 279.455 | 39.2726 | 299.6402 | 200.1415 | 99.4987 |
Avg Daily Profit (%) | 0.1726 | 0.1513 | 0.0213 | 0.075 | 0.0595 | 0.0374 |
Buy And Hold Return (%) | 93.4032 | 93.4032 | 93.4032 | 93.4032 | 93.4032 | 93.4032 |
Max Trade Drawdown | -88533 | -89470 | -16016 | -461259 | -462703 | -57258 |
Profit Factor | 2.2262 | 2.3289 | 1.7911 | 1.2763 | 1.2157 | 1.6369 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 64.1975 | 70 | 58.5366 | 64.1975 | 70 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.2415 | 0.9981 | 1.2687 | 0.7118 | 0.521 | 1.1595 |
Largest Winning Trade | 92183 | 92183 | 14045 | 240659 | 240659 | 51405 |
Largest Losing Trade | -72657 | -72657 | -11734 | -435119 | -435119 | -35370 |
Avg Bars in Trades | 245 | 482 | 15 | 245 | 482 | 15 |
Avg Bars in Winners | 154 | 275 | 13 | 154 | 275 | 13 |
Avg Bars in Losers | 409 | 966 | 17 | 409 | 966 | 17 |
Bars Traded | 19923 | 19305 | 618 | 19923 | 19305 | 618 |
Profit Streak | 85.1738 | 85.2572 | 85.1738 | 85.1738 | 85.2572 | 85.1738 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4983 | 335724 | -325566 | -110162 | -117894 | -284045 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 201, "offset": 0, "scalar": 5 } } }
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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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