Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345511.6295 | 214774.5019 | 130737.1276 | 460196.3269 | 559153.1803 | -98956.8533 |
Total P&L (%) | 345.5116 | 214.7745 | 130.7371 | 460.1963 | 559.1532 | -98.9569 |
Avg Daily Profit (%) | 0.2043 | 0.127 | 0.0773 | 0.102 | 0.1116 | -0.2695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104944 | -63949 | -84298 | -1605954 | -1022629 | -1095820 |
Profit Factor | 1.7065 | 1.9849 | 1.4825 | 1.0853 | 1.2173 | 0.9649 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 42.9825 | 43.8596 | 42.1053 | 42.9825 | 43.8596 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.2637 | 2.5407 | 2.0384 | 1.4397 | 1.5581 | 1.3268 |
Largest Winning Trade | 87944 | 87944 | 70518 | 970710 | 970710 | 532782 |
Largest Losing Trade | -30649 | -30649 | -25074 | -455058 | -455058 | -303501 |
Avg Bars in Trades | 172 | 110 | 234 | 172 | 110 | 234 |
Avg Bars in Winners | 304 | 162 | 452 | 304 | 162 | 452 |
Avg Bars in Losers | 72 | 69 | 74 | 72 | 69 | 74 |
Bars Traded | 19635 | 6297 | 13338 | 19635 | 6297 | 13338 |
Profit Streak | 0 | 48.8366 | 0 | 0 | 48.8366 | 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 | 304763 | -201569 | -270537 | -185996 | -224806 | -762236 |
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{ "first_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } } }
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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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