Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777689.7882 | 683633.9506 | 94055.8376 | 2307546.8184 | 1586079.7389 | 721467.0796 |
Total P&L (%) | 777.6898 | 683.634 | 94.0558 | 2307.5468 | 1586.0797 | 721.4671 |
Avg Daily Profit (%) | 0.4202 | 0.3694 | 0.0508 | 0.172 | 0.1528 | 0.1139 |
Buy And Hold Return (%) | 114.6471 | 114.6471 | 114.6471 | 114.6471 | 114.6471 | 114.6471 |
Max Trade Drawdown | -59148 | -55195 | -39802 | -1173422 | -446519 | -931644 |
Profit Factor | 3.8298 | 7.381 | 1.5609 | 1.5938 | 1.9807 | 1.318 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 49.3333 | 50 | 48.6486 | 49.3333 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.9333 | 7.381 | 1.6476 | 1.6369 | 1.9807 | 1.3913 |
Largest Winning Trade | 561820 | 561820 | 58119 | 1044808 | 838267 | 1044808 |
Largest Losing Trade | -25371 | -17531 | -25371 | -598257 | -438296 | -598257 |
Avg Bars in Trades | 93 | 65 | 121 | 93 | 65 | 121 |
Avg Bars in Winners | 143 | 92 | 197 | 143 | 92 | 197 |
Avg Bars in Losers | 43 | 38 | 49 | 43 | 38 | 49 |
Bars Traded | 6982 | 2491 | 4491 | 6982 | 2491 | 4491 |
Profit Streak | 38.9189 | 40.1689 | 0 | 38.9189 | 40.1689 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44278 | 643804 | -288554 | -50201 | 430487 | -41384 |
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{ "first_band": { "type": "kcu", "factors": { "length": 162, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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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