Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565662.154 | 1021407.3536 | -455745.1996 | -149682.7468 | -40616.7782 | -109065.9687 |
Total P&L (%) | 565.6622 | 1021.4074 | -455.7452 | -149.6827 | -40.6168 | -109.066 |
Avg Daily Profit (%) | 0.2445 | 0.4414 | -0.197 | 0 | -0.0225 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -417474 | -124782 | -606895 | -581231 | -247836 | -488284 |
Profit Factor | 1.4494 | 4.2925 | 0.5195 | 0.9179 | 0.9214 | 0.9166 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 17 | 17 | 43 | 19 | 24 |
Losing Trades | 45 | 23 | 22 | 36 | 21 | 15 |
Profitability (%) | 43.038 | 42.5 | 43.5897 | 54.4304 | 47.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.9183 | 5.8074 | 0.6723 | 0.7685 | 1.0184 | 0.5728 |
Largest Winning Trade | 1059187 | 1059187 | 69524 | 558840 | 154462 | 558840 |
Largest Losing Trade | -250450 | -48746 | -250450 | -430050 | -138328 | -430050 |
Avg Bars in Trades | 79 | 48 | 110 | 79 | 48 | 110 |
Avg Bars in Winners | 115 | 59 | 172 | 73 | 47 | 94 |
Avg Bars in Losers | 51 | 39 | 63 | 85 | 48 | 137 |
Bars Traded | 6247 | 1920 | 4327 | 6247 | 1920 | 4327 |
Profit Streak | 200.7044 | 204.0378 | 200.7044 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22046 | 570559 | -582273 | -611481 | -580055 | -579261 |
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{ "first_band": { "type": "kcu", "factors": { "length": 221, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 221, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
# | 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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