Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -432974.9164 | 16313.3181 | -449288.2346 | 5994359.8541 | 720633.2497 | 5273726.6044 |
Total P&L (%) | -432.9749 | 16.3133 | -449.2882 | 5994.3599 | 720.6333 | 5273.7266 |
Avg Daily Profit (%) | -0.2277 | 0.0086 | -0.2363 | 0.2164 | 0.1108 | 0.2098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -805026 | -43570 | -765340 | -1984497 | -1235429 | -2034051 |
Profit Factor | 0.5725 | 1.1176 | 0.4859 | 1.9479 | 1.362 | 2.2172 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 53 | 24 | 29 | 55 | 27 | 28 |
Losing Trades | 47 | 26 | 21 | 45 | 23 | 22 |
Profitability (%) | 53 | 48 | 58 | 55 | 54 | 56 |
Ratio Avg Win / Avg Loss | 0.5077 | 1.2107 | 0.3519 | 1.5938 | 1.1602 | 1.7421 |
Largest Winning Trade | 62065 | 16702 | 62065 | 2257506 | 639289 | 2257506 |
Largest Losing Trade | -563612 | -33814 | -563612 | -1984497 | -710277 | -1984497 |
Avg Bars in Trades | 112 | 23 | 201 | 112 | 23 | 201 |
Avg Bars in Winners | 104 | 23 | 171 | 147 | 23 | 266 |
Avg Bars in Losers | 121 | 23 | 242 | 69 | 22 | 118 |
Bars Traded | 11227 | 1156 | 10071 | 11227 | 1156 | 10071 |
Profit Streak | 607.8098 | 856.6431 | 607.8098 | 607.8098 | 856.6431 | 607.8098 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578740 | -461107 | -758463 | 510286 | -222120 | -165603 |
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{ "first_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 138, "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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