Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864643.1301 | 771710.799 | 92932.3311 | 5854256.9016 | -3592474.7312 | 9446731.6328 |
Total P&L (%) | 864.6431 | 771.7108 | 92.9323 | 5854.2569 | -3592.4747 | 9446.7316 |
Avg Daily Profit (%) | 0.4607 | 0.4112 | 0.0495 | 0.218 | 0 | 0.2432 |
Buy And Hold Return (%) | 509.4266 | 509.4266 | 509.4266 | 509.4266 | 509.4266 | 509.4266 |
Max Trade Drawdown | -96543 | -84842 | -50768 | -12422031 | -11044444 | -5211070 |
Profit Factor | 3.034 | 4.3888 | 1.4709 | 1.1371 | 0.8599 | 1.5538 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 48.0519 | 51.2821 | 44.7368 | 48.0519 | 51.2821 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.28 | 4.1694 | 1.8169 | 1.2293 | 0.8169 | 1.9194 |
Largest Winning Trade | 281830 | 281830 | 60210 | 7585449 | 7585449 | 6084547 |
Largest Losing Trade | -34208 | -34208 | -21943 | -6127587 | -6127587 | -2540784 |
Avg Bars in Trades | 93 | 91 | 94 | 93 | 91 | 94 |
Avg Bars in Winners | 115 | 102 | 130 | 115 | 102 | 130 |
Avg Bars in Losers | 72 | 80 | 66 | 72 | 80 | 66 |
Bars Traded | 7184 | 3580 | 3604 | 7184 | 3580 | 3604 |
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 | -39880 | 261118 | -292354 | -108540 | -580591 | 328282 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 57, "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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