Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424377.403 | 493678.6759 | -69301.2729 | -88117.3331 | 20539.4501 | -108656.7832 |
Total P&L (%) | 424.3774 | 493.6787 | -69.3013 | -88.1173 | 20.5395 | -108.6568 |
Avg Daily Profit (%) | 0.2037 | 0.237 | -0.0333 | -0.1022 | 0.009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201901 | -182142 | -151291 | -432849 | -366952 | -222324 |
Profit Factor | 1.2868 | 1.5386 | 0.8769 | 0.943 | 1.0229 | 0.8325 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Profitability (%) | 45.5446 | 41.0596 | 50 | 45.5446 | 41.0596 | 50 |
Ratio Avg Win / Avg Loss | 1.5386 | 2.2086 | 0.8769 | 1.1275 | 1.4684 | 0.8325 |
Largest Winning Trade | 268386 | 268386 | 29469 | 312103 | 312103 | 45219 |
Largest Losing Trade | -54768 | -54281 | -54768 | -127205 | -123668 | -127205 |
Avg Bars in Trades | 80 | 132 | 30 | 80 | 132 | 30 |
Avg Bars in Winners | 90 | 171 | 24 | 90 | 171 | 24 |
Avg Bars in Losers | 73 | 104 | 35 | 73 | 104 | 35 |
Bars Traded | 24534 | 19947 | 4587 | 24534 | 19947 | 4587 |
Profit Streak | 0 | 11.9564 | 0 | 0 | 11.9564 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310303 | 287048 | -580537 | -579259 | -385327 | -580537 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 70, "offset": 0, "scalar": 2 } } }
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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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