Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753836.1098 | 498155.7822 | 255680.3276 | 16937730.6316 | 10197324.4053 | 6740406.2263 |
Total P&L (%) | 753.8361 | 498.1558 | 255.6803 | 16937.7306 | 10197.3244 | 6740.4062 |
Avg Daily Profit (%) | 0.3152 | 0.2083 | 0.1069 | 0.2151 | 0.194 | 0.1769 |
Buy And Hold Return (%) | 87.7057 | 87.7057 | 87.7057 | 87.7057 | 87.7057 | 87.7057 |
Max Trade Drawdown | -91761 | -63847 | -47993 | -4631523 | -4631523 | -1116584 |
Profit Factor | 3.9652 | 4.7146 | 3.1285 | 3.5793 | 3.0064 | 5.5407 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 67.1875 | 71.875 | 62.5 | 67.1875 | 71.875 | 62.5 |
Ratio Avg Win / Avg Loss | 1.9365 | 1.8448 | 1.8771 | 1.748 | 1.1764 | 3.3244 |
Largest Winning Trade | 98326 | 98326 | 56693 | 6027387 | 6027387 | 3070325 |
Largest Losing Trade | -63847 | -63847 | -47993 | -4631523 | -4631523 | -681297 |
Avg Bars in Trades | 108 | 178 | 38 | 108 | 178 | 38 |
Avg Bars in Winners | 78 | 111 | 40 | 78 | 111 | 40 |
Avg Bars in Losers | 169 | 349 | 35 | 169 | 349 | 35 |
Bars Traded | 6942 | 5716 | 1226 | 6942 | 5716 | 1226 |
Profit Streak | 87.3828 | 88.0495 | 0 | 87.3828 | 88.0495 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124654 | 639339 | -45866 | -125793 | 575256 | 634297 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 210, "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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