Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284084.8472 | 1329104.0337 | -45019.1866 | 3437.7957 | 159494.956 | -156057.1602 |
Total P&L (%) | 1284.0848 | 1329.104 | -45.0192 | 3.4378 | 159.495 | -156.0572 |
Avg Daily Profit (%) | 0.5695 | 0.5894 | -0.02 | 0.0015 | 0.0423 | 0 |
Buy And Hold Return (%) | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 |
Max Trade Drawdown | -175034 | -147162 | -58672 | -2278059 | -2011251 | -359788 |
Profit Factor | 2.3761 | 2.8282 | 0.7816 | 1.0007 | 1.0392 | 0.8052 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 39.1813 | 36.4706 | 41.8605 | 39.1813 | 36.4706 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.6883 | 4.9266 | 1.0856 | 1.5533 | 1.8102 | 1.1184 |
Largest Winning Trade | 904553 | 904553 | 24866 | 1271573 | 1271573 | 112603 |
Largest Losing Trade | -63126 | -63126 | -22847 | -1047716 | -1047716 | -139820 |
Avg Bars in Trades | 78 | 153 | 5 | 78 | 153 | 5 |
Avg Bars in Winners | 121 | 257 | 5 | 121 | 257 | 5 |
Avg Bars in Losers | 51 | 93 | 4 | 51 | 93 | 4 |
Bars Traded | 13488 | 13041 | 447 | 13488 | 13041 | 447 |
Profit Streak | 0 | 95.3584 | 0 | 0 | 95.3584 | 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 | 446767 | 422502 | -582323 | -578536 | -432583 | -582323 |
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{ "first_band": { "type": "sma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 3 } } }
# | 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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