Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694755.9868 | 524425.5421 | 170330.4447 | 564742.397 | 433182.4917 | 131559.9053 |
Total P&L (%) | 694.756 | 524.4255 | 170.3304 | 564.7424 | 433.1825 | 131.5599 |
Avg Daily Profit (%) | 0.4718 | 0.3561 | 0.1157 | 0.1287 | 0.1137 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136266 | -104015 | -75424 | -2908974 | -1956063 | -1409006 |
Profit Factor | 2.343 | 2.4812 | 2.0435 | 1.0935 | 1.1095 | 1.0631 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 50.5376 | 43.4783 | 57.4468 | 50.5376 | 43.4783 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.2932 | 3.2255 | 1.5137 | 1.0702 | 1.4424 | 0.7875 |
Largest Winning Trade | 481086 | 481086 | 50398 | 1493612 | 1493612 | 223014 |
Largest Losing Trade | -42173 | -42173 | -22394 | -771855 | -771855 | -441502 |
Avg Bars in Trades | 58 | 78 | 38 | 58 | 78 | 38 |
Avg Bars in Winners | 76 | 114 | 49 | 76 | 114 | 49 |
Avg Bars in Losers | 38 | 50 | 23 | 38 | 50 | 23 |
Bars Traded | 5401 | 3608 | 1793 | 5401 | 3608 | 1793 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545074 | 418984 | -33643 | -138137 | -143700 | -268506 |
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{ "first_band": { "type": "midprice", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 35, "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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