Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488282.9403 | 1372571.3236 | 115711.6167 | 2514112.4885 | 1188230.2315 | 1325882.257 |
Total P&L (%) | 1488.2829 | 1372.5713 | 115.7116 | 2514.1125 | 1188.2302 | 1325.8823 |
Avg Daily Profit (%) | 0.8032 | 0.7407 | 0.0624 | 0.1763 | 0.138 | 0.1435 |
Buy And Hold Return (%) | 47.3125 | 47.3125 | 47.3125 | 47.3125 | 47.3125 | 47.3125 |
Max Trade Drawdown | -83116 | -101334 | -56839 | -987532 | -1267612 | -614422 |
Profit Factor | 4.1624 | 7.2456 | 1.4613 | 1.4198 | 1.4146 | 1.4246 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 35.1145 | 31.8182 | 38.4615 | 35.1145 | 31.8182 | 38.4615 |
Ratio Avg Win / Avg Loss | 7.6915 | 15.5263 | 2.3381 | 2.6236 | 3.0313 | 2.2794 |
Largest Winning Trade | 1295205 | 1295205 | 67677 | 1003223 | 1003223 | 997674 |
Largest Losing Trade | -19881 | -19881 | -18017 | -446809 | -346189 | -446809 |
Avg Bars in Trades | 78 | 47 | 110 | 78 | 47 | 110 |
Avg Bars in Winners | 156 | 99 | 204 | 156 | 99 | 204 |
Avg Bars in Losers | 36 | 23 | 50 | 36 | 23 | 50 |
Bars Traded | 10303 | 3141 | 7162 | 10303 | 3141 | 7162 |
Profit Streak | 0 | 0 | 70.8921 | 0 | 0 | 70.8921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536682 | -110341 | -247169 | 155541 | -137988 | -134971 |
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{ "first_band": { "type": "kcu", "factors": { "length": 190, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } } }
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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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