Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377959.2773 | 237969.285 | 139989.9923 | 294872.6282 | -5714.5724 | 300587.2006 |
Total P&L (%) | 377.9593 | 237.9693 | 139.99 | 294.8726 | -5.7146 | 300.5872 |
Avg Daily Profit (%) | 0.3362 | 0.2117 | 0.1245 | 0.1222 | -0.0052 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77697 | -55233 | -37001 | -485771 | -424732 | -171621 |
Profit Factor | 2.289 | 2.4451 | 2.0891 | 1.2233 | 0.9931 | 1.6132 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 47.7273 | 38.6364 | 56.8182 | 47.7273 | 38.6364 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.507 | 3.8833 | 1.5877 | 1.3398 | 1.5773 | 1.226 |
Largest Winning Trade | 320625 | 320625 | 37160 | 451902 | 451902 | 190886 |
Largest Losing Trade | -44592 | -44592 | -37001 | -277752 | -277752 | -159520 |
Avg Bars in Trades | 73 | 81 | 65 | 73 | 81 | 65 |
Avg Bars in Winners | 100 | 123 | 85 | 100 | 123 | 85 |
Avg Bars in Losers | 48 | 54 | 40 | 48 | 54 | 40 |
Bars Traded | 6479 | 3580 | 2899 | 6479 | 3580 | 2899 |
Profit Streak | 49.9428 | 0 | 52.2762 | 49.9428 | 0 | 52.2762 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470112 | 288684 | -21315 | -30305 | -582360 | -24683 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 2 } } }
# | 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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