Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455122.955 | 394667.1327 | 60455.8223 | 565104.9658 | 405013.8529 | 160091.1129 |
Total P&L (%) | 455.123 | 394.6671 | 60.4558 | 565.105 | 405.0139 | 160.0911 |
Avg Daily Profit (%) | 0.4369 | 0.3789 | 0.058 | 0.1821 | 0.1556 | 0.0918 |
Buy And Hold Return (%) | 173.6402 | 173.6402 | 173.6402 | 173.6402 | 173.6402 | 173.6402 |
Max Trade Drawdown | -125322 | -93987 | -35786 | -1204924 | -921744 | -320319 |
Profit Factor | 1.7891 | 2.0704 | 1.2906 | 1.1892 | 1.2151 | 1.1451 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 129 | 52 | 77 | 129 | 52 | 77 |
Losing Trades | 163 | 94 | 69 | 163 | 94 | 69 |
Profitability (%) | 44.1781 | 35.6164 | 52.7397 | 44.1781 | 35.6164 | 52.7397 |
Ratio Avg Win / Avg Loss | 2.2607 | 3.7427 | 1.1565 | 1.5027 | 2.1965 | 1.0261 |
Largest Winning Trade | 325272 | 325272 | 24844 | 604138 | 604138 | 122569 |
Largest Losing Trade | -17748 | -17748 | -14265 | -201433 | -201433 | -88872 |
Avg Bars in Trades | 83 | 129 | 37 | 83 | 129 | 37 |
Avg Bars in Winners | 126 | 248 | 43 | 126 | 248 | 43 |
Avg Bars in Losers | 49 | 63 | 29 | 49 | 63 | 29 |
Bars Traded | 24305 | 18889 | 5416 | 24305 | 18889 | 5416 |
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 | 318761 | 81193 | -280987 | -7015 | -2516 | -296908 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 3 } } }
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# | 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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