Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2029883.0636 | 2177627.1443 | -147744.0808 | -86075.7455 | 12267.7522 | -98343.4977 |
Total P&L (%) | 2029.8831 | 2177.6271 | -147.7441 | -86.0757 | 12.2678 | -98.3435 |
Avg Daily Profit (%) | 0.9322 | 1.0001 | -0.0679 | -0.0905 | 0.0053 | -0.1881 |
Buy And Hold Return (%) | 146.8124 | 146.8124 | 146.8124 | 146.8124 | 146.8124 | 146.8124 |
Max Trade Drawdown | -314391 | -230627 | -173323 | -663301 | -550899 | -134491 |
Profit Factor | 3.4218 | 4.7265 | 0.4179 | 0.9134 | 1.0155 | 0.5166 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 34.9057 | 32.0755 | 37.7358 | 34.9057 | 32.0755 | 37.7358 |
Ratio Avg Win / Avg Loss | 6.3812 | 10.009 | 0.6895 | 1.7034 | 2.1505 | 0.8523 |
Largest Winning Trade | 2178124 | 2178124 | 13930 | 574011 | 574011 | 40841 |
Largest Losing Trade | -60413 | -60413 | -27954 | -196282 | -196282 | -58434 |
Avg Bars in Trades | 121 | 230 | 13 | 121 | 230 | 13 |
Avg Bars in Winners | 222 | 465 | 15 | 222 | 465 | 15 |
Avg Bars in Losers | 68 | 120 | 11 | 68 | 120 | 11 |
Bars Traded | 12931 | 12238 | 693 | 12931 | 12238 | 693 |
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 | 512520 | -166369 | -765324 | -583588 | -741145 | -765324 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 38, "offset": 0, "scalar": 3 } } }
# | 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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