Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -305523.8079 | 123611.9887 | -429135.7966 | 5735736.3223 | 677072.3383 | 5058663.984 |
Total P&L (%) | -305.5238 | 123.612 | -429.1358 | 5735.7363 | 677.0723 | 5058.664 |
Avg Daily Profit (%) | -0.1693 | 0.0685 | -0.2378 | 0.2256 | 0.1137 | 0.2188 |
Buy And Hold Return (%) | 602.5611 | 602.5611 | 602.5611 | 602.5611 | 602.5611 | 602.5611 |
Max Trade Drawdown | -725033 | -81340 | -688912 | -3360172 | -3421721 | -763299 |
Profit Factor | 0.7008 | 1.5533 | 0.4621 | 1.924 | 1.1434 | 4.4021 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 33 | 34 | 59 | 27 | 32 |
Losing Trades | 23 | 12 | 11 | 31 | 18 | 13 |
Profitability (%) | 74.4444 | 73.3333 | 75.5556 | 65.5556 | 60 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.2406 | 0.5648 | 0.1495 | 1.0109 | 0.7623 | 1.7883 |
Largest Winning Trade | 41469 | 26457 | 41469 | 1164266 | 727687 | 1164266 |
Largest Losing Trade | -364784 | -75248 | -364784 | -2438488 | -2438488 | -566207 |
Avg Bars in Trades | 73 | 54 | 91 | 73 | 54 | 91 |
Avg Bars in Winners | 41 | 22 | 59 | 59 | 28 | 85 |
Avg Bars in Losers | 164 | 140 | 191 | 99 | 93 | 108 |
Bars Traded | 6576 | 2437 | 4139 | 6576 | 2437 | 4139 |
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 | -577091 | -264178 | -577399 | 480020 | -231138 | 660869 |
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{ "first_band": { "type": "kcu", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "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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