Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136254.2528 | 83474.4481 | 52779.8047 | 202489.5632 | 135564.2852 | 66925.278 |
Total P&L (%) | 136.2543 | 83.4744 | 52.7798 | 202.4896 | 135.5643 | 66.9253 |
Avg Daily Profit (%) | 0.5232 | 0.3205 | 0.2027 | 0.4259 | 0.3296 | 0.1969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30279 | -38980 | -24863 | -52153 | -64077 | -45945 |
Profit Factor | 1.7645 | 1.7063 | 1.8791 | 1.5808 | 1.6169 | 1.5192 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 68.4211 | 63.8298 | 72.9167 | 68.4211 | 63.8298 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.8144 | 0.9669 | 0.6979 | 0.7296 | 0.9163 | 0.5643 |
Largest Winning Trade | 21993 | 21993 | 18171 | 29390 | 29390 | 20433 |
Largest Losing Trade | -27214 | -27214 | -17078 | -44991 | -44991 | -31415 |
Avg Bars in Trades | 250 | 392 | 111 | 250 | 392 | 111 |
Avg Bars in Winners | 157 | 243 | 83 | 157 | 243 | 83 |
Avg Bars in Losers | 451 | 654 | 185 | 451 | 654 | 185 |
Bars Traded | 23791 | 18450 | 5341 | 23791 | 18450 | 5341 |
Profit Streak | 8.9883 | 0 | 13.5196 | 8.9883 | 0 | 13.5196 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473155 | 345071 | 343836 | 427575 | 341637 | 338864 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 240, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 240, "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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