Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341762.6887 | 95433.9734 | 246328.7153 | 654756.9404 | 252211.1466 | 402545.7939 |
Total P&L (%) | 341.7627 | 95.434 | 246.3287 | 654.7569 | 252.2111 | 402.5458 |
Avg Daily Profit (%) | 0.3286 | 0.0917 | 0.2368 | 0.1945 | 0.1211 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26256 | -32044 | -14660 | -46079 | -49584 | -8913 |
Profit Factor | 2.6195 | 1.8618 | 3.4559 | 3.7863 | 2.8213 | 5.1708 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 66.6667 | 51.5152 | 81.8182 | 66.6667 | 51.5152 | 81.8182 |
Ratio Avg Win / Avg Loss | 1.3097 | 1.7523 | 0.768 | 1.8931 | 2.6553 | 1.1491 |
Largest Winning Trade | 32555 | 30774 | 32555 | 142785 | 142785 | 81059 |
Largest Losing Trade | -80583 | -17935 | -80583 | -80583 | -28770 | -80583 |
Avg Bars in Trades | 91 | 30 | 152 | 91 | 30 | 152 |
Avg Bars in Winners | 102 | 33 | 145 | 102 | 33 | 145 |
Avg Bars in Losers | 69 | 26 | 181 | 69 | 26 | 181 |
Bars Traded | 6022 | 995 | 5027 | 6022 | 995 | 5027 |
Profit Streak | 112.9335 | 114.9335 | 112.9335 | 112.9335 | 114.9335 | 112.9335 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112235 | -65381 | 617819 | -109944 | -24371 | 699919 |
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{ "first_band": { "type": "kcu", "factors": { "length": 71, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 129, "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) |
---|