Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830644.4849 | 672373.1456 | 158271.3393 | 942477.6698 | 192937.7112 | 749539.9585 |
Total P&L (%) | 830.6445 | 672.3731 | 158.2713 | 942.4777 | 192.9377 | 749.54 |
Avg Daily Profit (%) | 0.5163 | 0.4179 | 0.0984 | 0.1458 | 0.0668 | 0.1331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114594 | -89357 | -50956 | -885282 | -1194934 | -467735 |
Profit Factor | 2.0763 | 2.3735 | 1.5608 | 1.1665 | 1.0557 | 1.3411 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 47.6471 | 38.8235 | 56.4706 | 47.6471 | 38.8235 | 56.4706 |
Ratio Avg Win / Avg Loss | 2.2814 | 3.7401 | 1.2031 | 1.2817 | 1.6636 | 1.0338 |
Largest Winning Trade | 418168 | 418168 | 63545 | 1065537 | 1065537 | 267072 |
Largest Losing Trade | -31154 | -31154 | -22881 | -267308 | -267308 | -265840 |
Avg Bars in Trades | 111 | 124 | 98 | 111 | 124 | 98 |
Avg Bars in Winners | 152 | 199 | 121 | 152 | 199 | 121 |
Avg Bars in Losers | 74 | 77 | 70 | 74 | 77 | 70 |
Bars Traded | 19019 | 10608 | 8411 | 19019 | 10608 | 8411 |
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 | 527915 | 350944 | -59440 | -35348 | -266493 | -14101 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 54, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 54, "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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