Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162152.9263 | 226500.8949 | -64347.9686 | 2738830.5718 | 856255.7808 | 1882574.791 |
Total P&L (%) | 162.1529 | 226.5009 | -64.348 | 2738.8306 | 856.2558 | 1882.5748 |
Avg Daily Profit (%) | 0.0749 | 0.1046 | -0.0297 | 0.1546 | 0.1043 | 0.138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -417742 | -71489 | -430897 | -2068257 | -966969 | -1904554 |
Profit Factor | 1.1843 | 2.0426 | 0.9029 | 1.4604 | 1.3717 | 1.5165 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 103 | 51 | 52 | 105 | 52 | 53 |
Losing Trades | 69 | 35 | 34 | 67 | 34 | 33 |
Profitability (%) | 59.8837 | 59.3023 | 60.4651 | 61.0465 | 60.4651 | 61.6279 |
Ratio Avg Win / Avg Loss | 0.7934 | 1.4018 | 0.5904 | 0.9319 | 0.8969 | 0.9442 |
Largest Winning Trade | 58614 | 58614 | 53718 | 1402937 | 466928 | 1402937 |
Largest Losing Trade | -328642 | -25900 | -328642 | -1403850 | -329598 | -1403850 |
Avg Bars in Trades | 73 | 48 | 99 | 73 | 48 | 99 |
Avg Bars in Winners | 58 | 42 | 74 | 62 | 39 | 85 |
Avg Bars in Losers | 97 | 56 | 138 | 91 | 61 | 122 |
Bars Traded | 12726 | 4171 | 8555 | 12726 | 4171 | 8555 |
Profit Streak | 6.8173 | 0 | 7.484 | 6.8173 | 0 | 7.484 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109601 | -49714 | -578325 | 362390 | -53153 | -6034 |
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{ "first_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } } }
# | 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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