Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640995.3162 | 566453.98 | 74541.3362 | 1101242.736 | 710070.1847 | 391172.5513 |
Total P&L (%) | 640.9953 | 566.454 | 74.5413 | 1101.2427 | 710.0702 | 391.1726 |
Avg Daily Profit (%) | 0.3077 | 0.2719 | 0.0358 | 0.1194 | 0.1005 | 0.0764 |
Buy And Hold Return (%) | 85.1663 | 85.1663 | 85.1663 | 85.1663 | 85.1663 | 85.1663 |
Max Trade Drawdown | -78532 | -63297 | -58701 | -2703806 | -1952877 | -1378463 |
Profit Factor | 2.7691 | 3.9342 | 1.4404 | 1.1584 | 1.1873 | 1.1237 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.5384 | 5.5542 | 1.6678 | 1.4802 | 1.6763 | 1.3011 |
Largest Winning Trade | 425977 | 425977 | 32510 | 1687333 | 1687333 | 805824 |
Largest Losing Trade | -35994 | -28408 | -35994 | -906364 | -732953 | -906364 |
Avg Bars in Trades | 295 | 350 | 240 | 295 | 350 | 240 |
Avg Bars in Winners | 471 | 578 | 375 | 471 | 578 | 375 |
Avg Bars in Losers | 157 | 188 | 123 | 157 | 188 | 123 |
Bars Traded | 24241 | 14373 | 9868 | 24241 | 14373 | 9868 |
Profit Streak | 82.0473 | 108.2973 | 0 | 82.0473 | 108.2973 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 131461 | 457593 | -310211 | -90075 | -74496 | -178443 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 205, "offset": 246 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
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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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