Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75721.7807 | 67847.6767 | 7874.104 | 32799.3462 | 25997.8704 | 6801.4758 |
Total P&L (%) | 75.7218 | 67.8477 | 7.8741 | 32.7993 | 25.9979 | 6.8015 |
Avg Daily Profit (%) | 0.1896 | 0.1699 | 0.0197 | 0.0711 | 0.0579 | 0.0165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57906 | -55162 | -11461 | -76499 | -81014 | -13665 |
Profit Factor | 1.3957 | 1.4267 | 1.2432 | 1.1571 | 1.1468 | 1.2149 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 62.2951 | 66.6667 | 58.0645 | 62.2951 | 66.6667 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.8448 | 0.7134 | 0.8979 | 0.7003 | 0.5734 | 0.8775 |
Largest Winning Trade | 31041 | 31041 | 9152 | 35494 | 35494 | 8198 |
Largest Losing Trade | -40000 | -40000 | -6399 | -48395 | -48395 | -8865 |
Avg Bars in Trades | 293 | 578 | 17 | 293 | 578 | 17 |
Avg Bars in Winners | 120 | 213 | 16 | 120 | 213 | 16 |
Avg Bars in Losers | 578 | 1306 | 19 | 578 | 1306 | 19 |
Bars Traded | 17886 | 17342 | 544 | 17886 | 17342 | 544 |
Profit Streak | 0 | 161.4706 | 0 | 0 | 161.4706 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158826 | 307303 | -333893 | -315663 | -177713 | -338384 |
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{ "first_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
# | 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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