Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418723.3034 | 291359.2496 | 127364.0538 | 1163816.3252 | 537731.9679 | 626084.3573 |
Total P&L (%) | 418.7233 | 291.3593 | 127.3641 | 1163.8163 | 537.732 | 626.0844 |
Avg Daily Profit (%) | 0.3414 | 0.2376 | 0.1039 | 0.2071 | 0.1512 | 0.1618 |
Buy And Hold Return (%) | 29.702 | 29.702 | 29.702 | 29.702 | 29.702 | 29.702 |
Max Trade Drawdown | -65037 | -36429 | -47349 | -1261275 | -534795 | -798059 |
Profit Factor | 2.2792 | 3.1147 | 1.672 | 1.4343 | 1.524 | 1.3786 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 62.1622 | 64.8649 | 59.4595 | 62.1622 | 64.8649 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.3874 | 1.6871 | 1.14 | 0.8731 | 0.8255 | 0.94 |
Largest Winning Trade | 124966 | 124966 | 31436 | 415904 | 306309 | 415904 |
Largest Losing Trade | -29446 | -27150 | -29446 | -468441 | -468441 | -465012 |
Avg Bars in Trades | 93 | 124 | 62 | 93 | 124 | 62 |
Avg Bars in Winners | 101 | 127 | 73 | 101 | 127 | 73 |
Avg Bars in Losers | 80 | 120 | 45 | 80 | 120 | 45 |
Bars Traded | 6923 | 4624 | 2299 | 6923 | 4624 | 2299 |
Profit Streak | 0 | 86.1813 | 0 | 0 | 86.1813 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54865 | 589833 | -53007 | -59587 | 356307 | 282260 |
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "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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