Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196158.9343 | 1307300.827 | -111141.8927 | -36305.386 | 385863.9077 | -422169.2937 |
Total P&L (%) | 1196.1589 | 1307.3008 | -111.1419 | -36.3054 | 385.8639 | -422.1693 |
Avg Daily Profit (%) | 0.6393 | 0.6987 | -0.0594 | -0.0241 | 0.0845 | 0 |
Buy And Hold Return (%) | 416.4588 | 416.4588 | 416.4588 | 416.4588 | 416.4588 | 416.4588 |
Max Trade Drawdown | -289988 | -244130 | -179873 | -1565356 | -1324174 | -466295 |
Profit Factor | 1.6809 | 2.2589 | 0.8452 | 0.9924 | 1.1388 | 0.7866 |
Total Trades | 818 | 409 | 409 | 818 | 409 | 409 |
Winning Trades | 300 | 133 | 167 | 300 | 133 | 167 |
Losing Trades | 518 | 276 | 242 | 518 | 276 | 242 |
Profitability (%) | 36.6748 | 32.5183 | 40.8313 | 36.6748 | 32.5183 | 40.8313 |
Ratio Avg Win / Avg Loss | 2.9024 | 4.6877 | 1.2248 | 1.7135 | 2.3632 | 1.1398 |
Largest Winning Trade | 743807 | 743807 | 22902 | 1387631 | 1387631 | 126283 |
Largest Losing Trade | -42216 | -42216 | -21589 | -294526 | -294526 | -117049 |
Avg Bars in Trades | 27 | 46 | 7 | 27 | 46 | 7 |
Avg Bars in Winners | 38 | 76 | 7 | 38 | 76 | 7 |
Avg Bars in Losers | 20 | 32 | 7 | 20 | 32 | 7 |
Bars Traded | 22166 | 19096 | 3070 | 22166 | 19096 | 3070 |
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 | 400344 | 302278 | -580816 | -578631 | -317864 | -580816 |
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 5 } } }
# | 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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