Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663291.6311 | 487111.5113 | 176180.1199 | 496930.7876 | -585854.6566 | 1082785.4441 |
Total P&L (%) | 663.2916 | 487.1115 | 176.1801 | 496.9308 | -585.8547 | 1082.7854 |
Avg Daily Profit (%) | 0.3486 | 0.256 | 0.0926 | 0.094 | 0 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119198 | -134479 | -125823 | -1777051 | -2505975 | -1047736 |
Profit Factor | 2.0418 | 2.286 | 1.6831 | 1.081 | 0.8585 | 1.5424 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.25 | 40 | 52.5 | 46.25 | 40 | 52.5 |
Ratio Avg Win / Avg Loss | 2.3729 | 3.429 | 1.5228 | 1.2563 | 1.2877 | 1.3955 |
Largest Winning Trade | 319282 | 319282 | 53351 | 1545872 | 1545872 | 550546 |
Largest Losing Trade | -62422 | -62422 | -56883 | -910978 | -910978 | -630189 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 56 | 43 | 65 | 56 | 43 | 65 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 3633 | 1497 | 2136 | 3633 | 1497 | 2136 |
Profit Streak | 0 | 0 | 574.9722 | 0 | 0 | 574.9722 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12046 | 309294 | -65208 | -224208 | -582972 | -16637 |
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{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 56, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 56, "offset": 0, "scalar": 1 } } }
# | 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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