Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526802.9005 | 462883.5237 | 63919.3769 | 30203.2234 | 322495.5901 | -292292.3667 |
Total P&L (%) | 526.8029 | 462.8835 | 63.9194 | 30.2032 | 322.4956 | -292.2924 |
Avg Daily Profit (%) | 0.2289 | 0.2011 | 0.0278 | 0.0115 | 0.0626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198302 | -215006 | -70660 | -1365846 | -1315656 | -428027 |
Profit Factor | 1.4245 | 1.6397 | 1.1235 | 1.0054 | 1.0983 | 0.8715 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 198 | 82 | 116 | 198 | 82 | 116 |
Losing Trades | 326 | 180 | 146 | 326 | 180 | 146 |
Profitability (%) | 37.7863 | 31.2977 | 44.2748 | 37.7863 | 31.2977 | 44.2748 |
Ratio Avg Win / Avg Loss | 2.3453 | 3.5993 | 1.4141 | 1.6554 | 2.4109 | 1.0969 |
Largest Winning Trade | 336585 | 336585 | 38432 | 1065460 | 1065460 | 140187 |
Largest Losing Trade | -32463 | -32463 | -24295 | -232868 | -223697 | -232868 |
Avg Bars in Trades | 25 | 42 | 9 | 25 | 42 | 9 |
Avg Bars in Winners | 37 | 74 | 10 | 37 | 74 | 10 |
Avg Bars in Losers | 18 | 27 | 8 | 18 | 27 | 8 |
Bars Traded | 13552 | 11083 | 2469 | 13552 | 11083 | 2469 |
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 | 306219 | 153982 | -241981 | -395779 | -227069 | -580244 |
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{ "first_band": { "type": "sma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "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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