Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326534.6271 | 342744.5134 | -16209.8863 | -84326.98 | 41069.2724 | -125396.2523 |
Total P&L (%) | 326.5346 | 342.7445 | -16.2099 | -84.327 | 41.0693 | -125.3963 |
Avg Daily Profit (%) | 0.1858 | 0.195 | -0.0092 | -0.1054 | 0.0196 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261929 | -248961 | -32619 | -653508 | -574672 | -142279 |
Profit Factor | 1.5806 | 1.683 | 0.7325 | 0.8994 | 1.06 | 0.1829 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.9452 | 44.4444 | 51.3514 | 47.9452 | 44.4444 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7161 | 2.1038 | 0.6939 | 0.9765 | 1.325 | 0.1733 |
Largest Winning Trade | 396932 | 396932 | 13226 | 442776 | 442776 | 13226 |
Largest Losing Trade | -70498 | -70498 | -10054 | -423675 | -423675 | -67178 |
Avg Bars in Trades | 268 | 537 | 7 | 268 | 537 | 7 |
Avg Bars in Winners | 176 | 376 | 6 | 176 | 376 | 6 |
Avg Bars in Losers | 353 | 665 | 7 | 353 | 665 | 7 |
Bars Traded | 19609 | 19350 | 259 | 19609 | 19350 | 259 |
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 | -66667 | 309754 | -580319 | -657854 | -325543 | -580319 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 59, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 59, "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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